Fuller (1996, p. 363) gave tables for the critical values of Fisher’s periodogram test statistic Y, which is the maximum of m χ2 2 random variables divided by their average. For one test level,...


Fuller (1996, p. 363) gave tables for the critical values of Fisher’s periodogram test statistic Y, which is the maximum of m χ2 2 random variables divided by their average. For one test level, interpolate this table to obtain critical values for m = 25. Which method gets closer to the correct values of 5.130, 5.701, and 6.955?



May 03, 2022
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