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Basic Question 6 of 6
The null hypothesis of the Durbin-Watson test is:
II. There is no serial correlation.
III. There is positive serial correlation.
IV. There is negative serial correlation.
I. H0: r = 0
II. There is no serial correlation.
III. There is positive serial correlation.
IV. There is negative serial correlation.
User Contributed Comments 1
| User | Comment |
|---|---|
| Thecatz89 | with r = correlation coefficient between residuals from one period and those from the previous period |
You have a wonderful website and definitely should take some credit for your members' outstanding grades.
Colin Sampaleanu
Learning Outcome Statements
explain serial correlation and how it affects statistical inference;
CFA® 2025 Level II Curriculum, Volume 1, Module 3.