NO.PZ2018101001000041
问题如下：
If Tylor tests the null hypothesis which is no serial correlation in the regression residuals and the results shows that the Durbin-Watson statistic is 1.0165. And given the critical values at the 0.05 significance level for the Durbin-Watson statistic are Dl=1.35 and Du=1.49. Which of the followings is most likely correct?
选项：
A. She should reject the null hypothesis because there exists a positive serial correlation.
B. She should reject the null hypothesis because there exists a negative serial correlation.
C. She should fail to reject the null hypothesis.
解释：
A is correct.
考点: Serial correlation.
解析: 本题考的是DW检验 。 这道题已经给出了DW统计量和两个临界值点 ， 已知DW统计量1.0165是小于Dl=1.35的 ， 所以Tylor应该拒绝原假设 ， 并且得出这个序列相关是正序列相关的结论 。 所以A正确 。
critical values at the 0.05 significance level 有关系吗 有用处吗