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The Durbin-Watson Statistic, D, Is Defined As d=i=2n(eiei1)2/i=1neid = \sum _ { i = 2 } ^ { n } \left( e _ { i } - e _ { i - 1 } \right) ^ { 2 } / \sum _ { i = 1 } ^ { n } e _ { i }

Question 16

True/False

The Durbin-Watson statistic, d, is defined as d=i=2n(eiei1)2/i=1neid = \sum _ { i = 2 } ^ { n } \left( e _ { i } - e _ { i - 1 } \right) ^ { 2 } / \sum _ { i = 1 } ^ { n } e _ { i } , where ei is the residual at time period i.

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