What do you use to get the Box Pierce Q statistic?
I have seen in the book that
Q = T*sum(r^2) where r = sum(e(t)*e(t-k))/sum(e(t)^2)
So how do we get e(t-k) when we should use k = 100? Do we start at e(101) and multiply that by the first residual e(1), sum all those up.
I am quite confused on this part and it is the last part of the project that I need to complete to describe my model.
[NEAS: Yes. The numerator has fewer terms than the denominator, which adjusts for degrees of freedom in the correlations.]