(Situation N) an Economist Wishes to Study the Monthly Trend $E \left( Y _ { t } \right) = \beta _ { 0 } + \beta _ { 1 } t$

(Situation N) An economist wishes to study the monthly trend in the Dow Jones Industrial Average (DJIA) . Data collected over the past 40 months were used to fit the model $E \left( Y _ { t } \right) = \beta _ { 0 } + \beta _ { 1 } t$ , where $y =$ monthly close of the DJIA and $t =$ month $( 1,2,3 , \ldots , 40 )$ . The regression results appear below:
$$\hat { y } = 88 + 0.25 t \quad R ^ { 2 } = 0.37 \quad \text { MSE } = 144 \quad F = 4.25 \quad \text { Durbin-Watson } \mathrm { d } = 0.96$$
-What is the value of the test statistic for testing whether autocorrelation exists in the data?

A) 4.25
B) 0.25
C) 0.37
D) 0.96