At lag j = 1, what parameter restriction is tested by a comparison of the sample autocorrelation rl with its 12/ / n cri
Posted: Thu Feb 17, 2022 10:59 am
At lag j = 1, what parameter restriction is tested by a comparison of the sample autocorrelation rl with its 12/ / n critical bounds? What parameter restriction is tested by the Box-Pierce-Ljung statistic at k = 1?