If the Durbin-Watson statistic d has values greater than 4

Question

If the Durbin-Watson statistic d has values greater than 4 - d_L,this indicates: A)a positive first-order autocorrelation. B)a negative first-order autocorrelation. C)no first-order autocorrelation at all. D)an inconclusive test.

Quizplus · Accepted Answer

The Durbin-Watson statistic d tests for first-order autocorrelation in the residuals from a regression analysis. If d is greater than 4 - d, it suggests that the residuals are negatively autocorrelated, as the value of d would be closer to 4 in the case of negative autocorrelation.