NO.PZ2023040502000045
问题如下：
Luke examines West Texas Intermediate (WTI) monthly crudeoil price data, expressed in US dollars per barrel, for the 181-month period fromAugust 2000 through August 2015.
Based on the data for the AR(1) model( the critical value is 1.97), he can concludethat the:
选项：
A.
residuals are not serially correlated.
B.
autocorrelations do not differ significantly from zero.
C.
standard error for each of the autocorrelations is0.0745.
解释：
The standard error of the autocorrelations iscalculated as
, where Trepresents the number of observations used in the regression. Therefore, thestandard error for each of the autocorrelations is 
= 0.0745.Martinezcan conclude that the residuals are serially correlated and are significantlydifferent from zero because two of the four autocorrelations in Exhibit 2 havea t-statistic in absolute value that is greater than the critical value of1.97.
Choices A and B areincorrect because two of the four autocorrelations have at-statistic inabsolute value that is greater than the critical value of the t-statistic of1.97.
C选项说，所有自相关的标准误都是一样的，用根号下180的倒数计算出来的。我的问题是lag1和Lag4的标准误为什么都是一样的？lag4的标准误计算应该用180-4呀
