A regression model applied to autocorrelated data will have ________________________ .
A)errors that are independent
B)residuals with no pattern over time
C)a Durbin-Watson D that is not close to 2
D)an invalid test for the slope of the regression line
E)no way to reduce the autocorrelation

Question

Quizplus · Accepted Answer

Autocorrelation in data leads to a Durbin-Watson statistic that deviates from 2, indicating that residuals are not independent.

A Regression Model Applied to Autocorrelated Data Will Have ________________________