Select all correct statements regarding the following McLeod-Li test chart. 10 15 20 25 Lag There exist conditional dependency in variance for lags higher than 3 An ARCH model is suggested to model...

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Select all correct statements regarding the following McLeod-Li test chart.<br>10<br>15<br>20<br>25<br>Lag<br>There exist conditional dependency in variance for lags higher than 3<br>An ARCH model is suggested to model heteroscedasticity<br>| The time series is non-stationary due to existing seasonal variation<br>| The time series is non-stationary due to existing trend<br>P-value<br>0.0 0.2 0.4<br>9'0<br>0.8<br>

Extracted text: Select all correct statements regarding the following McLeod-Li test chart. 10 15 20 25 Lag There exist conditional dependency in variance for lags higher than 3 An ARCH model is suggested to model heteroscedasticity | The time series is non-stationary due to existing seasonal variation | The time series is non-stationary due to existing trend P-value 0.0 0.2 0.4 9'0 0.8

Jun 05, 2022

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Select all correct statements regarding the following McLeod-Li test chart. 10 15 20 25 Lag There exist conditional dependency in variance for lags higher than 3 An ARCH model is suggested to model...

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