Suppose that a regression was run with three independent variables and 30 observations. The Durbin Watson statistic

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Suppose that a regression was run with three independent variables and 30 observations. The Durbin Watson statistic was 0.50. Test the hypothesis that there was no autocorrelation. Compute an estimate of the autocorrelation coefficient if the evidence indicates that there was autocorrelation.
a. Repeat with the Durbin-Watson statistic equal to 0.80.
b. Repeat with the Durbin-Watson statistic equal to 1.10.
c. Repeat with the Durbin-Watson statistic equal to 1.25.
d. Repeat with the Durbin-Watson statistic equal to 1.70.
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Statistics For Business And Economics

ISBN: 9780132745659

8th Edition

Authors: Paul Newbold, William Carlson, Betty Thorne

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