题目
For a certain time series, you have produced a correlogram with an autocorrelation function that includes twenty four monthly observations; m = degrees of freedom = 24. Your calculated Box-Pierce Q-statistic is 19.50 and your calculated Ljung-Box Q-statistic is 27.90. You want to determine if the series is white noise. Which is your best conclusion?
选项
A.With 95.0% confidence, you accept the series as white noise (more accurately, you fail to reject the null)
B.With 95.0% confidence, you accept the series as partial white noise (due to Box-Pierce) but reject the null (due to Ljung-Box)
C.With 95.0% confidence, you reject both null hypotheses and conclude the series is not white noise
D.With 95.0% confidence, you reject both null hypotheses but conclude the series is white noise because the sum of the statistics is greater than the critical value
答案
A
解析
With 95.0% confidence, you accept the series as white noise (more accurately, you fail to reject the null).以95.0％的置信度，您可以将该系列视为白噪声（更准确地说，您无法拒绝零噪声）。