
Explanation:
The Box-Pierce Q-statistic is given by: Q_BP = nΣρ_k²
Where n is the sample size and ρ represents the autocorrelations.
Therefore, Q_BP = 200(0.3² + (-0.15)² + (-0.10)²) = 200(0.09 + 0.0225 + 0.01) = 200(0.1225) = 24.5
Ultimate access to all questions.
No comments yet.