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黄路迦 · 2022年12月12日

如下

  1. CFA II
  2. Quantitative

* 问题详情，请 查看题干

NO.PZ201709270100000403

问题如下：

3. Based on the regression output in Exhibit 1, there is evidence of positive serial correlation in the errors in:

选项：

A.

the linear trend model but not the log-linear trend model.

B.

both the linear trend model and the log-linear trend model.

C.

neither the linear trend model nor the log-linear trend model.

解释：

B is correct. The Durbin–Watson statistic for the linear trend model is 0.10 and, for the log-linear trend model, 0.08. Both of these values are below the critical value of 1.75. Therefore, we can reject the hypothesis of no positive serial correlation in the regression errors in both the linear trend model and the log-linear trend model.

1.75是什么

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1 个答案

星星_品职助教 · 2022年12月12日

同学你好，

1,75是case中给出的DW statistic。

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