Suppose That for a Time-Series Model with One Predictor, You

question 80

Multiple Choice

Suppose that for a time-series model with one predictor, you compute a Durbin-Watson statistic D = 0.625.Assume that n = 30 and α = 0.05.Then your decision is ______.

• A)fail to reject the null hypothesis D = 0
• B)reject the null hypothesis D = 0
• C)fail to reject the null hypothesis ρ = 0
• D)reject the null hypothesis ρ = 0
• E)fail to reject the null hypothesis ρ > 0

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