Use time-SERIES REGRESSION printout below to determine the following: If autocor

Question

Use time-SERIES REGRESSION printout below to determine the following: If autocorrelation is a potential problem for this regression. Use the Durbin-Watson table to find the d_L =1.14 and du :1.33 levels for this regression Draw a diagram and place on it the cutoff points for the five regions. (Two reject regions in w serial autocorrelation is definitely a problem. Two regions in which test is inconclusive and autocorrelation may be a problem, and the region in which serial autocorrelation is not a problem Given the DW statistic of 1.328, put the regression Durbin-Watson test statistic on your diagram. and state whether autocorrelation can be determined.

Explanation / Answer

a) n = 30 and K = 4

b) dL =1.19 and dU = 1.33

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