To conclude that no autocorrelation exists a rule of thumb r

To conclude that no autocorrelation exists, a rule of thumb requires the number of times the residual changes sign, p, to satisfy the inequality a < p < b. If there are 18 data points, then the value of b is ___

Solution

Answer to the question)

the value of b can be obtained from the following formula

b = (n-1) / sqrt(2)

.

we got n = 18

on plugging the values we get:

b = (18-1) / sqrt(2)

b = 12.0226 ~13

To conclude that no autocorrelation exists, a rule of thumb requires the number of times the residual changes sign, p, to satisfy the inequality a < p < b

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