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Data Science · Q41

Time Series Analysis

Computer Related · Data Science · question 41

Q41

Which statistical test is commonly used to assess the independence of residuals in a time series model?

A.
Augmented Dickey-Fuller test
B.
Ljung-Box test
Answer
C.
Granger causality test
D.
ACF (Autocorrelation Function)

Answer: Option B

Solution

Answer: Option B
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