Question

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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  • CreatedJuly 07, 2015
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