150 câu Trắc nghiệm tổng hợp Kinh tế lượng có đáp án (Phần 4)

The value of the Durbin Watson test statistic in a regression with 4 regressors (including the constant term) estimated on 100 observations is 3.6. What might we suggest from this?

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The value of the Durbin Watson test statistic in a regression with 4 regressors (including the constant term) estimated on 100 observations is 3.6. What might we suggest from this?

The residuals are positively autocorrelated

The residuals are negatively autocorrelated

There is no autocorrelation in the residuals

The test statistic has fallen in the intermediate region

Giải thích

Chọn đáp án: B