When testing the null hypothesis of no negative autocorrelation, you reject the null hypothesis if a....
When testing the null hypothesis of no negative autocorrelation, you reject the null hypothesis if
| a. |
the Durbin-Watson statistic is greater than 4-dL |
|
| b. |
the Durbin-Watson statistic is less than 4-dU |
|
| c. |
the Durbin-Watson statistic is less than 4-dL |
|
| d. |
the Durbin-Watson statistic is between 4-dU and 4-dL |
Homework Answers
to test the negative autocorrelation at significance alpha the test statistic 4-d is compared to the lower and upper critical values dL and dU.
if the Durbin-Watson test 4-d < dL, there is statistical evidence that the error terms are negatively autocorrelated.
i.e., d> 4- dL
therefore option (a) is correct..
Add Answer to:
When testing the null hypothesis of no negative autocorrelation,
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