Which autocorrelation coefficients are significantly different from zero at the 5% level?
A) The first and fifth autocorrelation coefficient
B) The first, second, third and fifth autocorrelation coefficient
C) The first, third and fifth autocorrelation coefficient
D) The second and fourth autocorrelation coefficient

Question

Quizplus · Accepted Answer

The first, third, and fifth autocorrelation coefficients are significantly different from zero at the 5% level because their absolute values are greater than the critical value of 0.2576.

Which Autocorrelation Coefficients Are Significantly Different from Zero at the 5