If the Value of the Durbin-Watson Statistic D Is Large

question 42

Short Answer

If the value of the Durbin-Watson statistic d is large (d > 2),this indicates a(n)____________________ (positive/negative)first-order autocorrelation exists.

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Definitions:

Rejected

A term used, often in statistical analysis, to indicate that a hypothesis has been dismissed or disproved based on data analysis.

Null Hypothesis

A hypothesis in statistical testing that proposes there is no significance difference or effect and that any observed difference is due to chance.

P-value

The probability of observing the tested result, or one more extreme, if the null hypothesis is true.

α

Typically represents the level of significance in hypothesis testing, indicating the probability of rejecting the null hypothesis when it is true.