问题如下:
Suppose all residual autocorrelations are , where T is the sample size. Would these violate the confidence bands in an ACF plot?
选项:
解释:
No, the confidence bands are and so these would not. If many autocorrelations are jointly relatively large, then this series is likely autocorrelated. A Ljung-Box test would likely detect the joint autocorrelation.
这道题的讲解还是没看明白