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Thoughts on the Ljung-Box test | Rob J Hyndman
SOLVED:4.Let'$ focus 0n the daily returns for Boeing: Suppose the mean is modeled using an AR(O) xt = $0 + et, while the variance of €t is modeled using GARCH(1,1), 0? =
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time series - Ljung-Box Statistics for ARIMA residuals in R: confusing test results - Cross Validated
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