Large values of the Durbin-Watson statistic d (d 2)indicate a positive first-order autocorrelation.

Question

Large values of the Durbin-Watson statistic d (d > 2)indicate a positive first-order autocorrelation.

Quizplus · Accepted Answer

Large values of the Durbin-Watson statistic (close to 4) indicate little to no autocorrelation, while smaller values of d (close to 0) indicate strong positive autocorrelation. A value of d around 2 indicates no autocorrelation. Therefore, a value greater than 2 does not necessarily indicate positive autocorrelation.

Large Values of the Durbin-Watson Statistic D (D > 2)indicate