When perfect positive autocorrelation is present in a time series, the Durbin- Watson statistic will be equal to _________ .
A)3
B)0
C)4
D)1

Question

Quizplus · Accepted Answer

When perfect positive autocorrelation is present in a time series, the Durbin-Watson statistic will be equal to 0. This statistic is used to detect the presence of autocorrelation at lag 1 in the residuals from a regression analysis.

When Perfect Positive Autocorrelation Is Present in a Time Series