If the Durbin-Watson statistic d has values smaller than 2,this indicates
A)a positive first-order autocorrelation
B)a negative first-order autocorrelation
C)no first-order autocorrelation at all
D)None of these choices.

Question

Quizplus · Accepted Answer

The Durbin-Watson statistic measures the presence of autocorrelation in the residuals of a regression model. If the value of d is less than 2, it indicates the presence of positive first-order autocorrelation. If the value of d is greater than 2, it indicates the presence of negative first-order autocorrelation. If the value of d is close to 2, it indicates no first-order autocorrelation. Therefore, the best choice for this question is A, which corresponds to the presence of positive first-order autocorrelation.

If the Durbin-Watson Statistic D Has Values Smaller Than 2,this