The Durbin-Watson statistic is used to detect _____________.
A)First-order autocorrelation
B)Exponential smoothing
C)Multiplicative decomposing
D)Irregular variation

Question

Quizplus · Accepted Answer

The Durbin-Watson statistic is used to detect first-order autocorrelation, which is the correlation between observations that are separated by one time period. In other words, it helps to identify whether there is a tendency for consecutive observations to be positively or negatively correlated.

The Durbin-Watson Statistic Is Used to Detect _____________