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Mia Li · 2024年07月02日

1.75

  1. CFA II
  2. Quantitative

* 问题详情，请 查看题干

NO.PZ202304050200003402

问题如下：

In Exhibit 1, at the 5% significance level, the lower critical value for the Durbin–Watson test statistic is 1.75 for both the linear and log-linear regressions. Based on the regression output in Exhibit 1, there is evidence of positive serial correlation in the errors in:

选项：

A.

the linear trend model but not the log-linear trend model.

B.

both the linear trend model and the log-linear trend model.

C.

neither the linear trend model nor the log-linear trend model.

解释：

The Durbin–Watson statistic for the linear trend model is 0.10and, for the log-linear trend model, 0.08. Both of these values are below the critical value of 1.75. Therefore, we can reject the hypothesis of no positive serial correlation in the regression errors in both the linear trend model and the log-linear trend model.

请问Low critical value是指DL吗？DU叫high critical value?

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1 个答案

品职助教_七七 · 2024年07月03日

嗨，从没放弃的小努力你好：


Dl为lower critical value；

Du为 upper critical value；跟higher是一个意思。

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