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。
D选项错在哪里?从QBP、QLB公式看,没有ρ^2的权重。