来自：CFA > 2022 Level II > Quantitative Methods > (P) Reading 3 Time-Series Analysis 2022-06-24 14:23
The critical t-statistic at a 5% confidence level is 1.98. As a result, neither the intercept nor the coefficient on the first lag of the first- differenced exchange rate in Regression 2 differs significantly from zero. Also, the residual autocorrelations
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