题目
Regarding Q-statistics, the Box-Pierce and Ljung-Box Q-statistics:
选项
A.Produce different results.
B.Are more accurate for smaller datasets.
C.Essentially yield the same result.
D.Both use an unweighted sum of squared autocorrelations.
答案
C
解析
Both Q-statistics typically arrive at the same result. The Ljung-Box statistic works better with smaller samples of data and replaces the sum of squared autocorrelations in the Box-Pierce statistic with a weighted sum of squared autocorrelations.这两个Q统计量通常得出相同的结果。 Ljung-Box统计量适用于较小的数据样本，并用平方自相关的加权和代替Box-Pierce统计中的平方自相关和。