问题如下：
Katy wants to predict the income of his shop in October 20X9, so he uses income of January 20X6 to September 20X9 as samples to make a AR(1) model and gets the following result:
Which of the following statements is least likely correct?
选项：
A. Residuals are serially correlated.
B. Standard error for each of the autocorrelations is 0.1508
C. Standard error for each of the autocorrelations is 0.1491
解释：
C is correct.
考点: Serial correlation of the error term.
解析: 本题要选的是最不正确的一个描述。虽然从20X6年1月到20X9年9月一共有45个月，但是在AR模型里，T=n-1=44。所以自相关的标准误=1/ T =1/ =0.1508，B选项正确，C选项的描述是错误的。A选项正确因为在四个自相关系数中有两个的t统计量都大于临界值，意味着残差项是自相关的。
为啥样本容量是45，observation就是45—1=44？特地又翻回基础班视频，何老师还强调“N是估计模型时选了多少时间序列数据作为样本”，从来没有提到要减1这个事，我死记这道题结论就好了？