Which of the following is a true statement about the Durbin-Watson test? The null hypothesis is rejected when the test statistic is more extreme than the critical value. The test can be used to assess second order autocorrelation. The Durbin-Watson test can only be used when a lagged dependent variable is specified in the model. The test statistic becomes larger when the correlation between the residuals at time t and t-1 is greater. None of the above.
Added by Sandra L.
Step 1
The Durbin-Watson test is used to detect the presence of autocorrelation (specifically first-order autocorrelation) in the residuals from a regression analysis. Show more…
Show all steps
Close
Your feedback will help us improve your experience
Jennifer Stoner and 82 other Intro Stats / AP Statistics educators are ready to help you.
Ask a new question
Labs
Want to see this concept in action?
Explore this concept interactively to see how it behaves as you change inputs.
Key Concepts
Recommended Videos
The value of the Durbin-Watson test statistic in a regression with 4 regressors (including the constant term) estimated on 100 observations is 3.6. What might we suggest from this? (a) The residuals are positively autocorrelated (b) The residuals are negatively autocorrelated (c) There is no autocorrelation in the residuals (d) The test statistic has fallen in the intermediate region.
Jennifer S.
Adi S.
A very small p-value for the Durbin-Watson test produces very strong evidence for which of the following conclusions? (Check all that apply:) The residuals do not have equal variance. The slope coefficient does not equal zero. The residuals are not normally distributed. The residuals are not independent. The residuals are normally distributed. The residuals are autocorrelated.
Madhur L.
Recommended Textbooks
Elementary Statistics a Step by Step Approach
The Practice of Statistics for AP
Introductory Statistics
Transcript
18,000,000+
Students on Numerade
Trusted by students at 8,000+ universities
Watch the video solution with this free unlock.
EMAIL
PASSWORD