Question: Match each definition on the left with its mathematical expression on the right. Alternative equation for the Durbin-Watson statistic (a) Y 10 , Y 11

Match each definition on the left with its mathematical expression on the right.

Alternative equation for the Durbin-Watson statistic

(a) Y10, Y11, Y12, Y13, Y14

(b) b0 + b1 t

(c) b0 + β1 Yt-1 + β 2 Yt-2 + β3 Yt-3

(d) Yt - Yt-1

(e) b0 + b1 Yt-1

(f) 2{1 – corr(et, et-1)}

(g) w St-1 + (1 – w) Yt

(h) corr(et, et-1)

(i) Yt-1

(j) b0 + b1 t + b2 t2 + b3 t3 + b4 t4

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