问题如下图:
题目中从哪里得出CI是95%?
NO.PZ2020011101000015问题如下 Suppose all resiautocorrelations are 1.5/T1.5/ \sqrt T1.5/T, where T is the sample size. Woulthese violate the confinban in Aplot? No, the confinban are ±1.96/T\pm 1.96/ \sqrt T±1.96/T anso these woulnot. If many autocorrelations are jointly relatively large, then this series is likely autocorrelate A Ljung-Box test woullikely tethe joint autocorrelation.“resiautocorrelations are(1.5/跟号T)”这句话是说e1和e2,e2和e3等等,各个e之间的correlation结果是(1.5/跟号T)?而不是 H0:p1=p2=…pn=0,Ha至少一个p不等于0的假设检验结果是(1.5/跟号T)?
NO.PZ2020011101000015 问题如下 Suppose all resiautocorrelations are 1.5/T1.5/ \sqrt T1.5/T, where T is the sample size. Woulthese violate the confinban in Aplot? No, the confinban are ±1.96/T\pm 1.96/ \sqrt T±1.96/T anso these woulnot. If many autocorrelations are jointly relatively large, then this series is likely autocorrelate A Ljung-Box test woullikely tethe joint autocorrelation. 印象中好像有个公式方差/根号下n,计算样本标准误的吧。这里的1.5/ 根号下T、1.96根号下T,是什么意思?
这道题目能翻译下吗?要考察的点是什么啊?已经看了之前的问题和回答,还是不是很清楚题目在问啥,谢谢。
请问一下confinban的公式在笔记上哪里呢
回答思路不是很懂,这里为什么要用t test呢?因为题干里提到all resiautocorrelation,为什么不用F test呢?