Actuarial Notes

CAS Exam MAS-I Fall 2019, Question 44

Study guide: Exam MAS-II

You are given the following annual sales totals for a department store.

Year Sales
2013 400
2014 375
2015 410
2016 420
2017 410
2018 525

Calculate the sample lag 2 autocorrelation.

  • A) Less than 0.00
  • B) At least 0.00, but less than 0.05
  • C) At least 0.05, but less than 0.10
  • D) At least 0.10, but less than 0.15
  • E) At least 0.15

Answer this question and see the worked solution

Concepts tested

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