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janetrr · 2023年03月25日

请问DW检验的方法（具体公式和判断依据）是在哪个MODULE？（已经混了）

  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.

如题

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星星_品职助教 · 2023年03月26日

同学你好，

DW的具体做法目前已经不在教材里，但建议了解，可参照视频中的对应部分。

同样的问题提问一次即可。

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