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Results tagged with f-test
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user 64001
Any hypothesis test in which the statistic has an F distribution under the null hypothesis.
7
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AR(q) model with F-test
I am wondering that if we have an AR($q$) model for time series:
$$X_i=\beta_1X_{i-1}+..+\beta_{p}X_{i-p} + \beta_{p+1} X_{i-p-1} +...+\beta_{q} X_{i-q}+\epsilon_i,\epsilon_i \;\text{iid}\; N(0,\sig …
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