You fitted a Gaussian MA ( 2 ) model to a time series of length I - 800 , i . e X = 1 + + + Diet - 1 + O zer - 2 Ex - GIN ( 0 0 2 ) 800 . You...

How can I solve this Hypothesis Testing (Z-stat)?

The intercept value is "mu" estimated

You fitted a Gaussian MA ( 2 ) model to a time series of length I - 800 , i . eX = 1 + + + Diet - 1 + O zer - 2Ex - GIN ( 0 0 2 )800 . You obtained the following estimatesCallarima ( * = x , orde( 0 . O . 2 ) )Coefficientsmalmal intercept1 . 0057 0. 22060. 0172S.e . 0.0347 0 . 03460.0815sigma 2 estimated as 1 074 : log likelihood1164 . 24 . aic = 2334 . 48Assuming thatthat all diagnostics suggest you that model fitting is good , test Ho : "VS . H 1 : 1 0 at the significance level a = 0.01 ( 20995 - 2.5758 )