Suppose that you are performing the Regression test for AR(1) and you get (stand
ID: 3294952 • Letter: S
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
reslaualSt4.5 / reslaualSt-1Explanation / 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.
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