The First Step of the Durbin-Watson Test for the Presence

question 37

Multiple Choice

The first step of the Durbin-Watson test for the presence of autocorrelation is to estimate the model and determine

• A)the current period residuals.
• B)the residuals lagged one period.
• C)the current period residuals and the residuals lagged one period.
• D)the current period residuals,the residuals lagged one period,and the residuals lagged two periods.