Question 1

Given that the Durbin-Watson test is conducted to test for positive first-order autocorrelation with $\alpha$= .05, n = 20, and there are two independent variables in the model, the critical values for the test are d_L = __________ and d_U = __________, respectively.

Accepted Answer

The answer of Given that the Durbin-Watson test is conducted...

Question 2

The range of the values of the Durbin-Watson statistic d is:
A) -4 $\le$d$\le$4
B)-2$\le$ d $\le$ 2
C) 0 $\le$ d $\le$ 2
D) 0 $\le$ d $\le$ 4

Accepted Answer

The answer of The range of the values of the...

Question 3

To use the Durbin-Watson test to test for negative first-order autocorrelation, the null hypothesis will be H₀: ____________________ (there is/there is no) first-order autocorrelation.

Accepted Answer

The answer of To use the Durbin-Watson test to test...

Question 4

If the residuals in a regression analysis of time ordered data are not correlated, the value of the Durbin-Watson d statistic should be near ____________________.

Accepted Answer

The answer of If the residuals in a regression analysis...

Question 5

Test the hypotheses: H₀: There is no first-order autocorrelation vs.H₁: There is negative first-order autocorrelation, given that: Durbin-Watson Statistic d = 1.75, n = 20, k = 2, and$\alpha$ = 0.01.

Accepted Answer

The answer of Test the hypotheses: H₀: There is no...

Question 6

If the value of the Durbin-Watson test statistic, d, satisfies the inequalities d < d_L or d > 4 - d_L, where d_L and d_U are the critical values of d, we conclude that autocorrelation exists.

Accepted Answer

The given statement is true. If the Durbin-Watson test statistic, d, falls outside the critical values (d_L and d_U), then we conclude that there is autocorrelation in the residuals.

Question 7

If the Durbin-Watson statistic d has values smaller than 2, this indicates
A) a positive first-order autocorrelation
B) a negative first-order autocorrelation
C) no first-order autocorrelation at all
D) None of these choices.

Accepted Answer

A Durbin-Watson statistic d value smaller than 2 indicates a positive first-order autocorrelation. Values between 0 and 2 indicate positive autocorrelation, with lower values indicating stronger autocorrelation. A value of 2 indicates no autocorrelation. Values between 2 and 4 indicate negative autocorrelation, with higher values indicating stronger autocorrelation. Therefore, options B and C are incorrect.

Question 8

If the Durbin-Watson statistic, d, has values greater than 2, this indicates
A) a positive first-order autocorrelation
B) a negative first-order autocorrelation
C) no first-order autocorrelation at all
D) None of these choices.

Accepted Answer

A Durbin-Watson statistic value greater than 2 suggests a negative first-order autocorrelation because it indicates that the residuals from an ordinary least squares regression are inversely related across consecutive observations.

Question 9

Test the hypotheses H₀: There is no first-order autocorrelation vs.H₁: There is positive first-order autocorrelation, given that: Durbin-Watson Statistic d = 1.12, n = 45, k = 5, and $\alpha$= 0.05.

Accepted Answer

The answer of Test the hypotheses H₀: There is no...

Question 10

If the Durbin-Watson statistic has a value close to 0, which assumption is violated?
A) Homoscedasticity.
B) Normality of the errors.
C) Independence of errors.
D) None of these choices.

Accepted Answer

The Durbin-Watson statistic tests for autocorrelation in the errors. A value close to 0 indicates positive autocorrelation, which means that the errors are not independent. Therefore, the independence assumption is violated.

Question 11

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.

Accepted Answer

The answer of If the value of the Durbin-Watson test...

Question 12

Test the hypotheses H₀: no first-order autocorrelation vs.H₁: first-order autocorrelation, given that: Durbin-Watson Statistic d = 1.89, n = 28, k = 3, and $\alpha$ = 0.01.

Accepted Answer

The answer of Test the hypotheses H₀: no first-order autocorrelation...

Question 13

If the Durbin-Watson statistic has a value close to 4, which assumption is violated?
A) Homoscedasticity
B) Normality of the errors
C) Independence of errors
D) None of these choices.

Accepted Answer

The Durbin-Watson statistic measures autocorrelation in the errors of a regression model. If the value is close to 4, it indicates strong negative autocorrelation, meaning that the errors are not independent. Therefore, choice C, independence of errors, is violated.

Question 14

To use the Durbin-Watson test to test for positive first-order autocorrelation, the null hypothesis will be H₀: ____________________ (there is/there is no) first-order autocorrelation.

Accepted Answer

The answer of To use the Durbin-Watson test to test...

Question 15

If the value of the Durbin-Watson statistic d is small (d < 2), this indicates a(n) ____________________ (positive/negative) first-order autocorrelation exists.

Accepted Answer

The answer of If the value of the Durbin-Watson statistic...

Question 16

If the value of the Durbin-Watson statistic d is large (d > 2), this indicates a(n) ____________________ (positive/negative) first-order autocorrelation exists.

Accepted Answer

The answer of If the value of the Durbin-Watson statistic...

Question 17

The range of the values of the Durbin-Watson statistic d is ____________________.

Accepted Answer

The answer of The range of the values of the...

Quiz 17: Multiple Regression

Given that the Durbin-Watson test is conducted to test for positive first-order autocorrelation with $\alpha$ = .05, n = 20, and there are two independent variables in the model, the critical values for the test are d_L = __________ and d_U = __________, respectively.

The range of the values of the Durbin-Watson statistic d is:

To use the Durbin-Watson test to test for negative first-order autocorrelation, the null hypothesis will be H₀: ____________________ (there is/there is no) first-order autocorrelation.

If the residuals in a regression analysis of time ordered data are not correlated, the value of the Durbin-Watson d statistic should be near ____________________.

Test the hypotheses: H₀: There is no first-order autocorrelation vs.H₁: There is negative first-order autocorrelation, given that: Durbin-Watson Statistic d = 1.75, n = 20, k = 2, and $\alpha$ = 0.01.

If the value of the Durbin-Watson test statistic, d, satisfies the inequalities d < d_L or d > 4 - d_L, where d_L and d_U are the critical values of d, we conclude that autocorrelation exists.

If the Durbin-Watson statistic d has values smaller than 2, this indicates

If the Durbin-Watson statistic, d, has values greater than 2, this indicates

Test the hypotheses H₀: There is no first-order autocorrelation vs.H₁: There is positive first-order autocorrelation, given that: Durbin-Watson Statistic d = 1.12, n = 45, k = 5, and $\alpha$ = 0.05.

If the Durbin-Watson statistic has a value close to 0, which assumption is violated?

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.

Test the hypotheses H₀: no first-order autocorrelation vs.H₁: first-order autocorrelation, given that: Durbin-Watson Statistic d = 1.89, n = 28, k = 3, and $\alpha$ = 0.01.

If the Durbin-Watson statistic has a value close to 4, which assumption is violated?

To use the Durbin-Watson test to test for positive first-order autocorrelation, the null hypothesis will be H₀: ____________________ (there is/there is no) first-order autocorrelation.

If the value of the Durbin-Watson statistic d is small (d < 2), this indicates a(n) ____________________ (positive/negative) first-order autocorrelation exists.

If the value of the Durbin-Watson statistic d is large (d > 2), this indicates a(n) ____________________ (positive/negative) first-order autocorrelation exists.

The range of the values of the Durbin-Watson statistic d is ____________________.

Quiz 17: Multiple Regression

Given that the Durbin-Watson test is conducted to test for positive first-order autocorrelation with α\alphaα = .05, n = 20, and there are two independent variables in the model, the critical values for the test are dL = __________ and dU = __________, respectively.

The range of the values of the Durbin-Watson statistic d is:

To use the Durbin-Watson test to test for negative first-order autocorrelation, the null hypothesis will be H0: ____________________ (there is/there is no) first-order autocorrelation.

If the residuals in a regression analysis of time ordered data are not correlated, the value of the Durbin-Watson d statistic should be near ____________________.

Test the hypotheses: H0: There is no first-order autocorrelation vs.H1: There is negative first-order autocorrelation, given that: Durbin-Watson Statistic d = 1.75, n = 20, k = 2, and α\alphaα = 0.01.

If the value of the Durbin-Watson test statistic, d, satisfies the inequalities d < dL or d > 4 - dL, where dL and dU are the critical values of d, we conclude that autocorrelation exists.

If the Durbin-Watson statistic d has values smaller than 2, this indicates

If the Durbin-Watson statistic, d, has values greater than 2, this indicates

Test the hypotheses H0: There is no first-order autocorrelation vs.H1: There is positive first-order autocorrelation, given that: Durbin-Watson Statistic d = 1.12, n = 45, k = 5, and α\alphaα = 0.05.

If the Durbin-Watson statistic has a value close to 0, which assumption is violated?

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

Test the hypotheses H0: no first-order autocorrelation vs.H1: first-order autocorrelation, given that: Durbin-Watson Statistic d = 1.89, n = 28, k = 3, and α\alphaα = 0.01.

If the Durbin-Watson statistic has a value close to 4, which assumption is violated?

To use the Durbin-Watson test to test for positive first-order autocorrelation, the null hypothesis will be H0: ____________________ (there is/there is no) first-order autocorrelation.

If the value of the Durbin-Watson statistic d is small (d < 2), this indicates a(n) ____________________ (positive/negative) first-order autocorrelation exists.

If the value of the Durbin-Watson statistic d is large (d > 2), this indicates a(n) ____________________ (positive/negative) first-order autocorrelation exists.

The range of the values of the Durbin-Watson statistic d is ____________________.

Given that the Durbin-Watson test is conducted to test for positive first-order autocorrelation with $\alpha$ = .05, n = 20, and there are two independent variables in the model, the critical values for the test are d_L = __________ and d_U = __________, respectively.

To use the Durbin-Watson test to test for negative first-order autocorrelation, the null hypothesis will be H₀: ____________________ (there is/there is no) first-order autocorrelation.

Test the hypotheses: H₀: There is no first-order autocorrelation vs.H₁: There is negative first-order autocorrelation, given that: Durbin-Watson Statistic d = 1.75, n = 20, k = 2, and $\alpha$ = 0.01.

If the value of the Durbin-Watson test statistic, d, satisfies the inequalities d < d_L or d > 4 - d_L, where d_L and d_U are the critical values of d, we conclude that autocorrelation exists.

Test the hypotheses H₀: There is no first-order autocorrelation vs.H₁: There is positive first-order autocorrelation, given that: Durbin-Watson Statistic d = 1.12, n = 45, k = 5, and $\alpha$ = 0.05.

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.

Test the hypotheses H₀: no first-order autocorrelation vs.H₁: first-order autocorrelation, given that: Durbin-Watson Statistic d = 1.89, n = 28, k = 3, and $\alpha$ = 0.01.

To use the Durbin-Watson test to test for positive first-order autocorrelation, the null hypothesis will be H₀: ____________________ (there is/there is no) first-order autocorrelation.