问题如下:
Suppose you observed sample autocorrelations , and in a time series with 100 observations. Would a Ljung-Box Q statistic reject its null hypothesis using a test with a size of 5%? Would the test reject the null using a size of 10% or 1%?
解释:
The test statistic is
The critical values for tests sizes of 10%, 5%, and 1% are 6.25, 7.81, and 11.34, respectively. (CHISQ.INV(1-, 3) in Excel, where is the test size). The null is only be rejected using a size of 10%
这道题的临界值都是如何查询的呀,麻烦老师给下过程吧 谢谢