请问老师检验是否有autocorrelation为何不用DW方法？

NO.PZ201709270100000406 问题如下 6. Baseon the ta for the AR(1) mol in Exhibits 1 an2, Martinez cconclu ththe: resials are not serially correlate autocorrelations not ffer significantly from zero. stanrerror for eaof the autocorrelations is 0.0745. C is correct. The stanrerror of the autocorrelations is calculate 1T\frac{1}{\sqrt{T}}T​1​, where T represents the number of observations usein the regression. Therefore, the stanrerror for eaof the autocorrelations is 1180\frac{1}{\sqrt{180}}180​1​ = 0.0745. Martinez cconclu ththe resials are serially correlateanare significantly fferent from zero because two of the four autocorrelations in Exhibit 2 have a t-statistic in absolute value this greater ththe criticvalue of 1.97.Choices A anB are incorrebecause two of the four autocorrelations have a t-statistic in absolute value this greater ththe criticvalue of the t-statistic of 1.97. RT

NO.PZ201709270100000406 问题如下 6. Baseon the ta for the AR(1) mol in Exhibits 1 an2, Martinez cconclu ththe: resials are not serially correlate autocorrelations not ffer significantly from zero. stanrerror for eaof the autocorrelations is 0.0745. C is correct. The stanrerror of the autocorrelations is calculate 1T\frac{1}{\sqrt{T}}T​1​, where T represents the number of observations usein the regression. Therefore, the stanrerror for eaof the autocorrelations is 1180\frac{1}{\sqrt{180}}180​1​ = 0.0745. Martinez cconclu ththe resials are serially correlateanare significantly fferent from zero because two of the four autocorrelations in Exhibit 2 have a t-statistic in absolute value this greater ththe criticvalue of 1.97.Choices A anB are incorrebecause two of the four autocorrelations have a t-statistic in absolute value this greater ththe criticvalue of the t-statistic of 1.97. 请问本题中求 stanrerror中为什么T 或者说N 是180而不是181呢，我是拿1/ √181 这么算的

NO.PZ201709270100000406 问题如下 6. Baseon the ta for the AR(1) mol in Exhibits 1 an2, Martinez cconclu ththe: resials are not serially correlate autocorrelations not ffer significantly from zero. stanrerror for eaof the autocorrelations is 0.0745. C is correct. The stanrerror of the autocorrelations is calculate 1T\frac{1}{\sqrt{T}}T​1​, where T represents the number of observations usein the regression. Therefore, the stanrerror for eaof the autocorrelations is 1180\frac{1}{\sqrt{180}}180​1​ = 0.0745. Martinez cconclu ththe resials are serially correlateanare significantly fferent from zero because two of the four autocorrelations in Exhibit 2 have a t-statistic in absolute value this greater ththe criticvalue of 1.97.Choices A anB are incorrebecause two of the four autocorrelations have a t-statistic in absolute value this greater ththe criticvalue of the t-statistic of 1.97. 但是对于表2，我有点疑问，比如AR1和AR2存在序列相关，但是AR3和AR4不存在的话？可以得出一个什么结论？比如我们可以用AR3或者AR4模型吗？

NO.PZ201709270100000406 6. Baseon the ta for the AR(1) mol in Exhibits 1 an2, Martinez cconclu ththe: resials are not serially correlate autocorrelations not ffer significantly from zero. stanrerror for eaof the autocorrelations is 0.0745. C is correct. The stanrerror of the autocorrelations is calculate1T\frac{1}{\sqrt{T}}T ​1​, where T represents the number of observations usein the regression. Therefore, the stanrerror for eaof the autocorrelations is 1180\frac{1}{\sqrt{180}}180 ​1​ = 0.0745. Martinez cconclu ththe resials are serially correlateanare significantly fferent from zero because two of the four autocorrelations in Exhibit 2 have a t-statistic in absolute value this greater ththe criticvalue of 1.97. Choices A anB are incorrebecause two of the four autocorrelations have a t-statistic in absolute value this greater ththe criticvalue of the t-statistic of 1.97. t检验有些lag拒绝 有些没有拒绝不是肯定有不等于0的么？ regectHo 大概有哪几种表示方法可以总结下么