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An analyst modeled the time series of annual earnings per share in the specialty department store industry as an AR(3) process. Upon examination of the residuals from this model, she found that there is a significant autocorrelation for the residuals of this model. This indicates that she needs to: A. switch models to a moving average model. B. alter the model to an ARCH model. C. revise the model to include at least another lag of the dependent variable. |