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Darlene · 2024年04月01日

怎么用DW检验？

  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.

DW critical 是 1.75，两个statistic都是小于critiacal，怎么判断？原假设是什么？

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1 个答案

品职助教_七七 · 2024年04月01日

嗨，努力学习的PZer你好：


根据图像可知，当DW statistic＜DL时，为positive serial correlation。

DW test的具体做法现在已经不在考纲内。图像、判断方法、原假设等都不需要掌握。如果想深入了解这种方法，可参照下图基础班对应位置处老师的补充讲解。


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虽然现在很辛苦，但努力过的感觉真的很好，加油！

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