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Allie White, the chief loan officer for the Dominion Bank, would like to analyze the bank s loan portfolio for the years 2001 to 2006. The data are shown in Table P-17.
a. Compute the autocorrelations for time lags 1 and 2. Test to determine whether these autocorrelation coefficients are significantly different from zero at the .05 significance level.
b. Use a computer program to plot the data and compute the autocorrelations for the first six time lags. Is this time series stationary? |
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