CAS Exam MAS-I Spring 2018, Question 41
Study guide: Exam MAS-II
You are given the following information from a time series:
t |
x_t |
|---|---|
| 1 | 3.0 |
| 2 | 2.5 |
| 3 | 2.0 |
| 4 | 3.5 |
| 5 | 4.0 |
| 6 | 3.0 |
\bar{x} |
3.0 |
Calculate the sample lag 3 autocorrelation.
- A) Less than -0.30
- B) At least -0.30, but less than -0.10
- C) At least -0.10, but less than 0.10
- D) At least 0.10, but less than 0.30
- E) At least 0.30
Answer this question and see the worked solution