positive是如何得到的?

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NO.PZ201512020300000402

问题如下：

2.Which of the following is Chiesa’s best response to Question 2 regarding serial correlation in the error term? At a 0.05 level of significance, the test for serial correlation indicates that there is:

选项：

no serial correlation in the error term.

positive serial correlation in the error term.

negative serial correlation in the error term.

解释：

B is correct.

The Durbin–Watson test used to test for serial correlation in the error term, and its value reported in Exhibit 1 is 1.65. For no serial correlation, DW is approximately equal to 2. If $DW$ , the error terms are positively serially correlated. Because the DW = 1.65 is less than $D_1=1.827$ for n = 431 (see Exhibit 2), Chiesa should reject the null hypothesis of no serial correlation and conclude that there is evidence of positive serial correlation among the error terms.

证明了n0不成立，那positive是如何得到的?为何不是negative

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星星_品职助教 · 2021年02月04日

同学你好，

本题的DW test statistics=1.65，DW关键值分别为Dl=1.827和Du=1.855，可以看出DW test statistics（1.65）落在左侧拒绝域（如下图）。

落在左侧拒绝域可以得出两个结论：1.拒绝原假设（no serial correlation）； 2. 得出positive serial correlation

可参照讲义上的DW test的decision rule。只有DW test statistics落在右侧拒绝域（4-dl的右侧）才是negative serial correlation。

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NO.PZ201512020300000402 问题如下 2.Whiof the following is Chiesa’s best response to Question 2 regarng sericorrelation in the error term? a 0.05 level of significance, the test for sericorrelation incates ththere is: A.no sericorrelation in the error term. B.positive sericorrelation in the error term. C.negative sericorrelation in the error term. B is correct.The rbin–Watson test useto test for sericorrelation in the error term, anits value reportein Exhibit 1 is 1.65. For no sericorrelation, is approximately equto 2. If 1 , the error terms are positively serially correlate Because the = 1.65 is less th=1.8271=1.827=1.827 for n = 431 (see Exhibit 2), Chiesa shoulrejethe null hypothesis of no sericorrelation anconclu ththere is evinof positive sericorrelation among the error terms. =1.65，小于表2中的任何数，难道不应该落在接受域中吗？不应该接受H0吗

2022-12-08 15:47 1 · 回答

问下，这里查表，N是代表observation的个数＝431吧？然后用N＝430近似替代吗？

2020-02-17 11:24 1 · 回答

positive sericorrelation in the error term. negative sericorrelation in the error term. B is correct. The rbin–Watson test useto test for sericorrelation in the error term, anits value reportein Exhibit 1 is 1.65. For no sericorrelation, is approximately equto 2. If <<1< , the error terms are positively serially correlate Because the = 1.65 is less th=1.8271=1.827=1.827 for n = 431 (see Exhibit 2), Chiesa shoulrejethe null hypothesis of no sericorrelation anconclu ththere is evinof positive sericorrelation among the error terms. 请问老师这个知识点是哪个reang的呢，谢谢问一道题NO.PZ201512020300000402 第2小题 [ CFA II ]

2020-02-01 17:49 1 · 回答

老师好，请问in the error term是什么意思呢？谢谢

2018-12-22 16:32 1 · 回答

positive是如何得到的?

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