Question: Suppose that a regression was run with two independent variables and 28 observations. The Durbin-Watson statistic was 0.50. Test the hypothesis that there was no

Suppose that a regression was run with two independent variables and 28 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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Test for the presence of autocorrelation d 50 n 28 K 2 d L 126 and d U 156 d L 104 and d U 132 Rejec... View full answer

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