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KatRina [158]
3 years ago
9

The null hypothesis in the Durbin-Watson test is always that there is a. negative autocorrelation. b. no autocorrelation. c. eit

her positive or negative autocorrelation. d. positive autocorrelation.
Mathematics
1 answer:
Kamila [148]3 years ago
3 0

Answer:

b. no autocorrelation.

Step-by-step explanation:

The Durbin-Watson test assumes that

H0:ρ=0

HA:ρ≠0

p=0 is a statement for the null hypothesis that assumes that the error term in one period is not correlated to the error term in the previous period.

The Durbin-Watson test is used in regression analysis to test for autocorrelation. The results from the test would always range from 0 to 4. A value of less than 2.0 indicates positive autocorrelation. A value of 2.0 indicates no autocorrelation, and a value of 2.0 to 4.0 indicates negative autocorrelation.

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