
MATLAB: An Introduction with Applications
6th Edition
ISBN: 9781119256830
Author: Amos Gilat
Publisher: John Wiley & Sons Inc
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Please assist with the following questions

Transcribed Image Text:3. Given the following table of the autocorrelation function for the first 10 lags,
calculate the value of the Ljung-Box test statistic. Should the hypothesis that
the time series is white noise be rejected? There are 100 observations.
k
Pk
0
1.0000
1 -0.0325
2
0.0188
3
0.1267
4 -0.0493
5
-0.0840
6 -0.0878
7 -0.0346
8
0.1251
9 -0.0313
10 0.0927
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