Suppose that you are performing the Regression test for AR(1) and you get (stand

Question

Suppose that you are performing the Regression test for AR(1) and you get (standard errors in parentheses) with 50 observations

You would conclude that

autocorrelation is not present in the data.

autocorrelation is present in the data.

heteroskedasticity is not present in the data.

heteroskedasticity is present in the data

autocorrelation is not present in the data.

autocorrelation is present in the data.

heteroskedasticity is not present in the data.

heteroskedasticity is present in the data

Explanation / Answer

TS = 4.57/1.08 = 4.231481

critical value is around 2

since

TS> critical value

hence we reject the null

option B) is correct

autocorrelation is present in the data.

Related Questions

Navigate

• Browse (All)
• Browse S
• Subjects

Integrity-first tutoring: explanations and feedback only — we do not complete graded work. Learn more.