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immaculate · 2022年04月05日

critical values at the 0.05 significance level

NO.PZ2018101001000041

问题如下:

If Tylor tests the null hypothesis which is no serial correlation in the regression residuals and the results shows that the Durbin-Watson statistic is 1.0165. And given the critical values at the 0.05 significance level for the Durbin-Watson statistic are Dl=1.35 and Du=1.49. Which of the followings is most likely correct?

选项:

A.

She should reject the null hypothesis because there exists a positive serial correlation.

B.

She should reject the null hypothesis because there exists a negative serial correlation.

C.

She should fail to reject the null hypothesis.

解释:

A is correct.

考点: Serial correlation.

解析: 本题考的是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1.0165是小于Dl=1.35的 , 所以Tylor应该拒绝原假设 , 并且得出这个序列相关是正序列相关的结论 。 所以A正确 。

critical values at the 0.05 significance level 有关系吗 有用处吗
1 个答案

星星_品职助教 · 2022年04月05日

同学你好,

critical values at the 0.05 significance level 的用途是查表。由于本题已经直接给出了查表结果 Dl=1.35 and Du=1.49,这半句就可以忽略掉了。