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The table below shows the autocorrelations of the lagged residuals for quarterly theater ticket sales that were estimated using the AR(1) model: ln(salest) = b0 + b1(ln salest − 1) + et. Assuming the critical t-statistic at 5% significance is 2.0, which of the following is the most likely conclusion about the appropriateness of the model? The time series:
A. contains ARCH (1) errors. B. would be more appropriately described with an MA(4) model. C. contains seasonality. | ||||||||||||||||||||||||