The can be used to test for autocorrelation.
A) regression coefficient
B) correlation coefficient
C) Durbin-Watson statistic
D) F-test or t-test

Question

Quizplus · Accepted Answer

The Durbin-Watson statistic is a test for autocorrelation, which is the correlation of a variable with its lagged values. It measures the degree to which adjacent observations in a time series are correlated with each other. If the DW statistic is close to 2, there is no autocorrelation. If it is significantly less than 2, then there is positive autocorrelation, and if it is significantly greater than 2, then there is negative autocorrelation. Therefore, option C is the best choice.

The Can Be Used to Test for Autocorrelation