Statistic
posted by Jacko .
Sample autocorrelation at lag1, lag2, and lag 3 denoted by r1, r2, and r3 for large ‘n’ for weekly thermostat sales of one year are 0.4954 , 0.3285, and 0.0959. Assuming that SAC cuts of after lag3 and using level of significance = 0.05, the SAC provides the evidence that thermostat sales series: (a)stationary, (b)complies Box & Jenkins approach, (c) cuts off or (d) All of them
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