When computing the Durbin-Watson statistic,what value will the sample estimate,r,have if the errors are not autocorrelated?
A)0
B)1
C)

Question

When computing the Durbin-Watson statistic,what value will the sample estimate,r,have if the errors are not autocorrelated?
A)0
B)1
C)< 0
D)2

Quizplus · Accepted Answer

The Durbin-Watson statistic is designed to detect the presence of autocorrelation at lag 1 in the residuals from a regression analysis. If the errors are not autocorrelated, the Durbin-Watson statistic will have a value close to 2.

When Computing the Durbin-Watson Statistic,what Value Will the Sample Estimate,r,have