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Barry Phillips, CFA, is analyzing quarterly data. He has estimated an AR(1) relationship (xt = b0 + b1 × xt-1 + et) and wants to test for seasonality. To do this he would want to see if which of the following statistics is significantly different from zero? A. Correlation(et, et-1). B. Correlation(et, et-4). C. Correlation(et, et-5). |