NO.PZ2018101001000020
问题如下:
Kiwi does a regression analysis which independent variable(X) is per capita net income and dependent variable(Y) is per capita consumption expenditure. The sample is the data from 1985 to 2003. And then she gets the following results:
And given the part of table: Critical values for the DW statistic (α=0.05)
What is the conclusion of serial correlation test at the 0.05 significance level?
选项:
A. There exists a negative serial correlation.
B. There exists a positive serial correlation.
C. There is no serial correlation.
解释:
B is correct.
考点: Serial correlation.
解析: 本题考查的是序列相关, 所以我们需要的数据为DW统计量, 即表中的0.7705. 本题的样本容量为19(1985~2003), 当α=0.05, n=19, k=1时, 由DW临界值表可得, Dl=1.18, Du=1.40. 因为DW统计量(0.7705)小于Dl(1.18), 所以我们拒绝原假设, 存在一个positive的序列相关, 选择B选项.
从哪里看出原假设是positive