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You obtain the following sample autocorrelations and partial autocorrelations for a sample of 100 observations from...

You obtain the following sample autocorrelations and partial autocorrelations for a sample of 100 observations from actual data: Lag 1 2 3 4 5 6 7 8 acf 0.420 0.104 0.032 −0.206 −0.138 0.042 −0.018 0.074 pacf 0.632 0.381 0.268 0.199 0.205 0.101 0.096 0.082 Use the Ljung–Box Q* test to determine whether the first three autocorrelation coefficients taken together are jointly significantly different from zero. The relevant critical value table can be found in slides [time-varying market returns part 2], page 13.

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I have explained step by step, if you face any doubt please ask in comment. Thank you !

jeff jeffy answered 1 year ago
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