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a. For a sample of 100 observations of random data, calculate a 95% confidence interval for the autocorrelation coefficient at any lag.
b. If all the autocorrelation coefficients are within their individual 95% confidence intervals and they show no particular pattern, what conclusion about the process can be drawn?
c. If the first three autocorrelations are all positive and significantly different from zero and, in general, the autocorrelation pattern declines to zero, what conclusion can be drawn about the process?
d. A process is observed quarterly. If the autocorrelations r4, r8, and r12 are significantly different from zero, what conclusion can be drawn? |
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