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KeynesYang · 2020年02月17日

问一道题:NO.PZ201512020300000402

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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 DW<d1DW , the error terms are positively serially correlated. Because the DW = 1.65 is less than D1=1.827D_1=1.827 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.

问下,这里查表,N是代表observation的个数=431吧?然后用N=430近似替代吗?

1 个答案
已采纳答案

星星_品职助教 · 2020年02月17日

同学你好,

正常应该对应观测值,但这里只给了430,所以只能用这个值。

 

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2021-02-04 14:40 1 · 回答

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2020-02-01 17:49 1 · 回答

老师好,请问in the error term是什么意思呢?谢谢

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