The null hypothesis for testing for the presence of autocorrelation is
A) the error terms are correlated over time.
B) the error terms are not correlated over time.
C) the error terms follow an AR(1) process.
D) the error terms have constant variance over time.
Correct Answer:
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Q6: A simple method for determining whether autocorrelation
Q7: Autocorrelation occurs when
A)an omitted independent variable is
Q8: The most likely violation of the assumptions
Q9: Autocorrelation is a problem because it causes
Q10: Autocorrelation violates the time-series assumption
A)T3.
B)T4.
C)T5.
D)T6.
Q12: An AR(2)process is written as
A)
Q13: The first step of the Durbin-Watson test
Q14: An AR(1,6)process is written as
A)
Q15: An AR(1)process is written as
A)
Q16: If autocorrelation is not present,then the Durbin-Watson
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