问题如下：
2.Which of the following is Chiesa’s best response to Question 2 regarding serial correlation in the error term? At a 0.05 level of significance, the test for serial correlation indicates that there is:
选项：
A. no serial correlation in the error term.
B. positive serial correlation in the error term.
C. negative serial correlation in the error term.
解释：
B is correct.
The Durbin–Watson test used to test for serial correlation in the error term, and its value reported in Exhibit 1 is 1.65. For no serial correlation, DW is approximately equal to 2. If , the error terms are positively serially correlated. Because the DW = 1.65 is less than for n = 431 (see Exhibit 2), Chiesa should reject the null hypothesis of no serial correlation and conclude that there is evidence of positive serial correlation among the error terms.
请问老师这个知识点是哪个reading的呢，谢谢问一道题：NO.PZ201512020300000402 第2小题 [ CFA II ]
