- 17 Does The Standardized Residual Follow The Assumed Conditional Normal Distribution At 5 Significance Level A Yes 1 (59.94 KiB) Viewed 36 times
17. Does the standardized residual & follow the assumed conditional normal distribution at 5% significance level? a yes
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17. Does the standardized residual & follow the assumed conditional normal distribution at 5% significance level? a yes
17. Does the standardized residual & follow the assumed conditional normal distribution at 5% significance level? a yes b. no C. not sure 18. Are the autocorrelations of first 15 lags of the standardized residuals jointly zero at 5% significance level? 2. yes b. no C. not sure 19. Is there ARCH effect in the standardized residuals at 5% significance level? a. yes b. no c. not sure 15
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