NO.PZ2019040801000055
问题如下:
Which of the following is correct regarding Box-Pierce and Ljung-Box Q-statistics?
选项:
A.
They are more accurate for smaller datasets.
B.
They produce different results.
C.
When sample size is large, they essentially yield the same result.
D.
Both are use an unweighted sum of squared autocorrelations.
解释:
C is correct
考点:Box-pierce和Ljung-box Q统计量
解析:两个Q统计通常都得出相同的结果。 Ljung-Box统计数据在较小的数据样本中效果更好,并将Box-Pierce统计量中的平方自相关之和替换为平方自相关的加权和。
这个在讲义具体哪一块儿?知道有这个内容翻不到。
说句题外话,讲义不能搜索好不方便啊,还是我打开的方式不对……