[商管] [統計] 94年中央的時間序列
原題：
An annual time series with 17 consecutive values is obtained.
A third-order autoregressive model is fitted to the date and has the
following estimated parameters and standard deviations
A0=4.5 A1=1.8 A2=0.8 A3=0.24
S(A1)=0.5 S(A2)=0.3 S(A3)=0.1
At the 0.05 level of significance, test the appropriateness of the
fitted model.
簡譯：
有一個三元迴歸的時間序列模型含有17個連續資料
以0.05顯著水準檢定之
我的疑問是
解答上寫有效樣本數為17-3=14
之後用t分配分別做各係數檢定，自由度為14-4=10
我不懂的是為何樣本數要減3??
是解答有誤還是這是時間序列章節中有提到的??
先謝謝解答的版友~~!!
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