问题如下:
Allen wants to predict the sales volume of his shop in December 20X8, so he uses sales volume of January 20X7 to November 20X8 as samples to make a linear trend model and gets the following result: =264.75+2.58t. And it also shows that the Durbin-Watson statistic of this model is 1.0384.
Given the critical values at the 0.05 significance level for the Durbin-Watson statistic are Dl=1.26 and Du=1.44. Which of the followings is most likely correct?
选项:
A. There exists a negative serial correlation in the errors.
B. There exists a positive serial correlation in the errors.
C. There exists no serial correlation in the errors.
解释:
B is correct.
考点: Linear trend model & log-linear trend model.
解析: 本题考的是对该线性趋势模型所做的DW检验 。 这道题已经给出了DW统计量和两个临界值点 , 已知DW统计量=1.0384是小于Dl=1.26的 , 就可以得出这个序列相关是正序列相关的结论 。 所以B选项正确 。
请问怎么看是正相关还是负相关呢?