17. Does the standardized residual & follow the assumed conditional normal distribution at 5% significance level? a yes
Posted: Wed May 11, 2022 6:13 am
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