If the Durbin-Watson statistic is greater than 3, then:
spurious regression is likely an issue.
non-stationarity is likely an issue.
negative serial correlation is likely an issue.
positive serial correlation is likely an issue.
Answer
If durbin Watson statistic greater than 3 then negative serial correlation is likely an issue
The Durbin-Watson statistic will always have a value between 0 and 4. A value of 2.0 means that there is no autocorrelation detected in the sample. Values from 0 to less than 2 indicate positive autocorrelation and values from from 2 to 4 indicate negative autocorrelation.
If the Durbin-Watson statistic is greater than 3, then: spurious regression is likely an issue. non-stationarity...
Question 11 If the Durbin-Watson statistic is less than 1, then O non-stationarity is likely an issue. O positive serial correlation is likely an issue. O spurious regression is likely an issue. negative serial correlation is likely an issue. Question 12
If the Durbin-Watson statistic is greater than 3, then Group of answer choices positive serial correlation is likely an issue. non-stationarity is likely an issue. negative serial correlation is likely an issue. spurious regression is likely an issue. Suppose you estimate a multiple regression model using OLS and the coefficient of determination is very high (above 0.8), while none of the estimated coefficients are (individually) statistically different from zero at the 5-percent level of significance. The most likely reason for...
Question 11 3 pts If the Durbin-Watson statistic is less than 1, then negative serial correlation is likely an issue. positive serial correlation is likely an issue. spurious regression is likely an issue. O non-stationarity is likely an issue.
Please answer the following questions, thannks plzz Question 11 3 pts If the Durbin-Watson statistic is less than 1, then o negative serial correlation is likely an issue. spurious regression is likely an issue. O positive serial correlation is likely an issue. O non-stationarity is likely an issue. Question 12 3 pts Consider the estimated multiple regression model using OLS, with the standard errors in parentheses below each estimated coefficient. There are 1,576 observations in the sample: Y; = 10...
Question 10 3 pts Which of the following would result in the widest (largest) confidence interval? o large sample size and 99-percent confidence o large sample size and 95-percent confidence o small sample size and 99-percent confidence small sample size and 95-percent confidence. Question 11 3 pts If the Durbin-Watson statistic is less than 1, then spurious regression is likely an issue. o positive serial correlation is likely an issue. o non-stationarity is likely an issue. o negative serial correlation...
In estimating a regression based on monthly observations from January 1987 to December 2002 inclusive, you find that the coefficient on the independent variable is positive and significant at the 0.05 level. You are concerned, however, that the t−statistic on the independent variable may be inflated because of serial correlation between the error terms. Therefore, you examine the Durbin-Watson statistic, which is 1.8953 for this regression. (3.1) Based on the value of the Durbin-Watson statistic, what can you say about...
In estimating a regression based on monthly observations from January 1987 to December 2002 inclusive, you find that the coefficient on the independent variable is positive and significant at the 0.05 level. You are concerned, however, that the t−statistic on the independent variable may be inflated because of serial correlation between the error terms. Therefore, you examine the Durbin-Watson statistic, which is 1.8953 for this regression. (3.1) Based on the value of the Durbin-Watson statistic, what can you say about...
In estimating a regression based on monthly observations from January 1987 to December 2002 inclusive, you find that the coefficient on the independent variable is positive and significant at the 0.05 level. You are concerned, however, that the t−statistic on the independent variable may be inflated because of serial correlation between the error terms. Therefore, you examine the Durbin-Watson statistic, which is 1.8953 for this regression. Perform a statistical test to determine if serial correlation is present. Assume that the...
The following show the results of regression: Housing Sold = b0 + b1 permit +b2 price + b3 employment Dependent Variable: SOLD , Method: Least Squares Date: 03/15/20 Time: 14:59 Included observations: 108 Variable Coefficient Std. Error t-Statistic Prob. C -61520.76 167763.0 -0.366712 0.7146 PERMIT 15.98282 .280962 12.47721 0.0000 PRICE ...
Question 8 3 pts Suppose you estimate a multiple regression model using OLS and the coefficient of determination is very high (above 0.8), while none of the estimated coefficients are (individually) statistically different from zero at the 5-percent level of significance. The most likely reason for this result is: spurious regression. omitted variable bias. multicollinearity. serial correlation.