Suppose that a regression was run with two independent variables and 28 observations. The Durbin-Watson statistic was 0.50. Test the hypothesis that there was no autocorrelation. Compute an estimate...

Suppose that a regression was run with two independent variables and 28 observations. The Durbin-Watson statistic was 0.50. Test the hypothesis that there was no autocorrelation. Compute an estimate of the autocorrelation coefficient if the evidence indicates that there was autocorrelation.

a. Repeat with the Durbin-Watson statistic equal to 0.80.


b. Repeat with the Durbin-Watson statistic equal to 1.10.


c. Repeat with the Durbin-Watson statistic equal to 1.25.


d. Repeat with the Durbin-Watson statistic equal to 1.70.




May 07, 2022
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