If autocorrelation is not present,then the Durbin-Watson test statistic will be
A)near 0.
B)near 2.
C)near 4.
D)between 0 and 1.

Question

Quizplus · Accepted Answer

If autocorrelation is not present, then the Durbin-Watson test statistic will be close to 2. A value of 2 indicates no autocorrelation. A value close to 0 indicates positive autocorrelation, while a value close to 4 indicates negative autocorrelation. A value between 0 and 1 indicates that there is positive autocorrelation, and a value between 2 and 4 indicates negative autocorrelation. Therefore, the correct option is B, near 2.

If Autocorrelation Is Not Present,then the Durbin-Watson Test Statistic Will