B选项为什么不对？

问题如下：

When we use quarterly data to do the serial correlation of the error term, we find in the table"Autocorrelations of the residual" that only the fourth autocorrelation differs significantly from zero, which of the followings is most likely related to this result?

选项：

A.

We can still use the original model.

B.

This indicates that there is no strong and significant seasonal autocorrelation.

C.

We should use a seasonal lag in an AR model.

解释：

C is correct.

考点: Seasonality.

解析：当我们通过残差的自相关表得到只有与滞后四项的自相关系数不等于0的时候，说明存在一个很强的季节性现象。我们不能再使用原来的模型，而是要进行季节性修正，把季节性的滞后项即滞后四项加入原来的AR模型。所以C选项的描述是正确的。