The following are error terms from a regression, where n = 23 and k = 2. Compute
Question:
The following are error terms from a regression, where n = 23 and k = 2.
Compute the Durbin–Watson d statistic. Does autocorrelation appear to be a problem?
Transcribed Image Text:
Year 1970 1971 1972 1973 1974 1975 1976 1977 1978 1979 1980 1981 1.2 -.3 2.4 -1.0 .4 -.5 -.4 2.3 -2.7 .1 -3.00 2.40 Year 1982 1983 1984 1985 1986 1987 1988 1989 1990 1991 1992 -.50 -.20 1.10 2.10 -1.50 2.20 .50 -3.10 4.20 -1.10 1.80
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Related Book For
Statistics For Business And Financial Economics
ISBN: 9781461458975
3rd Edition
Authors: Cheng Few Lee , John C Lee , Alice C Lee
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