If the value of the Durbin-Watson test statistic,d,satisfies the inequality d 4 - d_L,we conclude that positive first-order autocorrelation exists.

Name: If the value of the Durbin-Watson test statistic,d,satisfies the inequality d > 4 - d L ,we conclude that positive first-order autocorrelation exists.
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Question

If the value of the Durbin-Watson test statistic,d,satisfies the inequality d > 4 - d_L,we conclude that positive first-order autocorrelation exists.

Quizplus · Accepted Answer

The Durbin-Watson test statistic is used to detect the presence of autocorrelation in the residuals of a regression analysis. If d < dL, it indicates positive autocorrelation, not when d > 4 - dL.

If the Value of the Durbin-Watson Test Statistic,d,satisfies the Inequality