Asked by Jacko

Sample autocorrelation at lag1, lag2, and lag 3 denoted by r1, r2, and r3 for large ‘n’ for weekly thermostat sales of one year are 0.4954 , 0.3285, and 0.0959. Assuming that SAC cuts of after lag3 and using level of significance = 0.05, the SAC provides the evidence that thermostat sales series: (a)stationary, (b)complies Box & Jenkins approach, (c) cuts off or (d) All of them

14 years ago

There are no human answers yet.

There are no AI answers yet. The ability to request AI answers is coming soon!

Submit Your Answer

We prioritize human answers over AI answers.

If you are human, and you can answer this question, please submit your answer.

Asked by Jacko

Answers

Submit Your Answer

Related Questions