Skip to main content
added 17 characters in body
Source Link
Infinity
  • 23
  • 1
  • 4

This was in an past exam question I came across.

A first-order autoregressive model has been fitted to a time series of 50 observations giving $\hat\mu = 15$ and $\hat\alpha =0.6$.

The first 12 residual autocorrelations were given and the estimated standard deviation of $r_k(Z_t)=0.15$.$r_k(\hat Z_t)=0.15 $ $ k=1,2...12.$ The question was to check the adequacy of the fitted model. The only adequacy test we were given was the Ljung-Box test which I think uses sample autocorrelations, not residual autocorrelations.

This was in an past exam question I came across.

A first-order autoregressive model has been fitted to a time series of 50 observations giving $\hat\mu = 15$ and $\hat\alpha =0.6$.

The first 12 residual autocorrelations were given and the estimated standard deviation of $r_k(Z_t)=0.15$. The question was to check the adequacy of the fitted model. The only adequacy test we were given was the Ljung-Box test which I think uses sample autocorrelations, not residual autocorrelations.

This was in an past exam question I came across.

A first-order autoregressive model has been fitted to a time series of 50 observations giving $\hat\mu = 15$ and $\hat\alpha =0.6$.

The first 12 residual autocorrelations were given and the estimated standard deviation of $r_k(\hat Z_t)=0.15 $ $ k=1,2...12.$ The question was to check the adequacy of the fitted model. The only adequacy test we were given was the Ljung-Box test which I think uses sample autocorrelations, not residual autocorrelations.

deleted 67 characters in body; edited title
Source Link
Nick Cox
  • 59.5k
  • 8
  • 136
  • 212

How to check adequacy of a time series model using Residual auto correlationsresidual autocorrelations?

This was in an past exam question I came across.

A first order Autoregressive-order autoregressive model has been fitted to a time series of 50 observations givving $ \mu $ (hat) =15 andgiving $\alpha$$\hat\mu = 15$ and (hat)=0$\hat\alpha =0.6$.6

Then theThe first 12 residual autocorrelations were given and that the estimated standard deviation of $r_k(Z_t)$=0$r_k(Z_t)=0.15$.15 and The question was asked to check the adequacy of the fitted model. The only adequacy test we were given was the Ljung Box-Box test which I thinthink uses sample autocorrelations, not residual autocorrelation. Please help me how to solve this any help would be appreciatedautocorrelations.

How to check adequacy of a time series model using Residual auto correlations?

This was in an past exam question I came across

A first order Autoregressive model has been fitted to a time series of 50 observations givving $ \mu $ (hat) =15 and $\alpha$ (hat)=0.6

Then the first 12 residual autocorrelations were given and that the estimated standard deviation of $r_k(Z_t)$=0.15 and was asked to check the adequacy of the fitted model. The only adequacy test we were given was the Ljung Box test which I thin uses sample autocorrelations not residual autocorrelation. Please help me how to solve this any help would be appreciated.

How to check adequacy of a time series model using residual autocorrelations?

This was in an past exam question I came across.

A first-order autoregressive model has been fitted to a time series of 50 observations giving $\hat\mu = 15$ and $\hat\alpha =0.6$.

The first 12 residual autocorrelations were given and the estimated standard deviation of $r_k(Z_t)=0.15$. The question was to check the adequacy of the fitted model. The only adequacy test we were given was the Ljung-Box test which I think uses sample autocorrelations, not residual autocorrelations.

Source Link
Infinity
  • 23
  • 1
  • 4

How to check adequacy of a time series model using Residual auto correlations?

This was in an past exam question I came across

A first order Autoregressive model has been fitted to a time series of 50 observations givving $ \mu $ (hat) =15 and $\alpha$ (hat)=0.6

Then the first 12 residual autocorrelations were given and that the estimated standard deviation of $r_k(Z_t)$=0.15 and was asked to check the adequacy of the fitted model. The only adequacy test we were given was the Ljung Box test which I thin uses sample autocorrelations not residual autocorrelation. Please help me how to solve this any help would be appreciated.