问题如下图：
选项：
A. 
B. 
C. 
解释：
请问b为什么不对呢？lag 1 lag 2都是可以reject， 但是lag 3 和 lag 4 在+—1.97直接，t test应该不过？
菲菲_品职助教 · 2019年02月20日
同学你好，正如上面这个同学所说的，只有4个都显著才能算显著，或者4个都不显著才能算不显著。只要其中有不一样的，就不能得出这样统一的结论了。
粉红豹 · 2019年03月23日
何老师在视频说过，H0:no autocorrelation, 只有四个接受H0才能算“没有autocorrelation”，所以只要不能接受H0的，就认为“有autocorrelation”，如此一来，B选项就对了啊！！！？？？老师，这怎么理解？
菲菲_品职助教 · 2019年03月24日
这个是统一的，b选项说的是总体的一个结论，就像我之前回答的，只有四个都不拒绝才能得出这个结论
机智的甜甜 · 2020年02月10日
老师好，请问这么理解是否正确“要想说test过不过 必须所有的统计量都是一个结果. 有过有不过的,不能下结论，但是根据表格可以判断有autocorrlation”
NO.PZ201709270100000406 问题如下 6. Baseon the ta for the AR(1) mol in Exhibits 1 an2, Martinez cconclu ththe: resials are not serially correlate autocorrelations not ffer significantly from zero. stanrerror for eaof the autocorrelations is 0.0745. C is correct. The stanrerror of the autocorrelations is calculate 1T\frac{1}{\sqrt{T}}T1, where T represents the number of observations usein the regression. Therefore, the stanrerror for eaof the autocorrelations is 1180\frac{1}{\sqrt{180}}1801 = 0.0745. Martinez cconclu ththe resials are serially correlateanare significantly fferent from zero because two of the four autocorrelations in Exhibit 2 have a t-statistic in absolute value this greater ththe criticvalue of 1.97.Choices A anB are incorrebecause two of the four autocorrelations have a t-statistic in absolute value this greater ththe criticvalue of the t-statistic of 1.97. RT
NO.PZ201709270100000406 问题如下 6. Baseon the ta for the AR(1) mol in Exhibits 1 an2, Martinez cconclu ththe: resials are not serially correlate autocorrelations not ffer significantly from zero. stanrerror for eaof the autocorrelations is 0.0745. C is correct. The stanrerror of the autocorrelations is calculate 1T\frac{1}{\sqrt{T}}T1, where T represents the number of observations usein the regression. Therefore, the stanrerror for eaof the autocorrelations is 1180\frac{1}{\sqrt{180}}1801 = 0.0745. Martinez cconclu ththe resials are serially correlateanare significantly fferent from zero because two of the four autocorrelations in Exhibit 2 have a t-statistic in absolute value this greater ththe criticvalue of 1.97.Choices A anB are incorrebecause two of the four autocorrelations have a t-statistic in absolute value this greater ththe criticvalue of the t-statistic of 1.97. 请问本题中求 stanrerror中为什么T 或者说N 是180而不是181呢，我是拿1/ √181 这么算的
NO.PZ201709270100000406 问题如下 6. Baseon the ta for the AR(1) mol in Exhibits 1 an2, Martinez cconclu ththe: resials are not serially correlate autocorrelations not ffer significantly from zero. stanrerror for eaof the autocorrelations is 0.0745. C is correct. The stanrerror of the autocorrelations is calculate 1T\frac{1}{\sqrt{T}}T1, where T represents the number of observations usein the regression. Therefore, the stanrerror for eaof the autocorrelations is 1180\frac{1}{\sqrt{180}}1801 = 0.0745. Martinez cconclu ththe resials are serially correlateanare significantly fferent from zero because two of the four autocorrelations in Exhibit 2 have a t-statistic in absolute value this greater ththe criticvalue of 1.97.Choices A anB are incorrebecause two of the four autocorrelations have a t-statistic in absolute value this greater ththe criticvalue of the t-statistic of 1.97. 但是对于表2，我有点疑问，比如AR1和AR2存在序列相关，但是AR3和AR4不存在的话？可以得出一个什么结论？比如我们可以用AR3或者AR4模型吗？
NO.PZ201709270100000406 6. Baseon the ta for the AR(1) mol in Exhibits 1 an2, Martinez cconclu ththe: resials are not serially correlate autocorrelations not ffer significantly from zero. stanrerror for eaof the autocorrelations is 0.0745. C is correct. The stanrerror of the autocorrelations is calculate1T\frac{1}{\sqrt{T}}T 1, where T represents the number of observations usein the regression. Therefore, the stanrerror for eaof the autocorrelations is 1180\frac{1}{\sqrt{180}}180 1 = 0.0745. Martinez cconclu ththe resials are serially correlateanare significantly fferent from zero because two of the four autocorrelations in Exhibit 2 have a t-statistic in absolute value this greater ththe criticvalue of 1.97. Choices A anB are incorrebecause two of the four autocorrelations have a t-statistic in absolute value this greater ththe criticvalue of the t-statistic of 1.97. t检验有些lag拒绝 有些没有拒绝不是肯定有不等于0的么？ regectHo 大概有哪几种表示方法可以总结下么
NO.PZ201709270100000406 6. Baseon the ta for the AR(1) mol in Exhibits 1 an2, Martinez cconclu ththe: resials are not serially correlate autocorrelations not ffer significantly from zero. stanrerror for eaof the autocorrelations is 0.0745. C is correct. The stanrerror of the autocorrelations is calculate1T\frac{1}{\sqrt{T}}T 1, where T represents the number of observations usein the regression. Therefore, the stanrerror for eaof the autocorrelations is 1180\frac{1}{\sqrt{180}}180 1 = 0.0745. Martinez cconclu ththe resials are serially correlateanare significantly fferent from zero because two of the four autocorrelations in Exhibit 2 have a t-statistic in absolute value this greater ththe criticvalue of 1.97. Choices A anB are incorrebecause two of the four autocorrelations have a t-statistic in absolute value this greater ththe criticvalue of the t-statistic of 1.97. 如题，请问老师检验是否有autocorrelation为何不用方法？