Posted by Yadira M on Monday, August 17, 2009 at 5:09pm.
Data:
2 independent variables (k=2)
16 observations
Durbin-Watson statistic = 2.78 (possible negative correlation)
Null Hypothesis: No autocorrelation exists in the residuals.
a. At the 0.05 level of significance for k=2 and 16 observations, DL=0.982, DU=1.539 for positive correlation. Complement of the Durbin-Watson statistic is 4-2.78=1.22.
Since 1.22 is about half-way between DL and DU, the Durbin-Watson test is inconclusive at the 5% level of significance, and the null hypothesis is not rejected. (i.e. absence of negative autocorrelation is not confirmed)
b. At the 0.01 level for k=2 and 16 observations, DL=0.738 and DU=1.253.
Since 1.22 is just slightly below the DU value of 1.253, we conclude that the null hypothesis is not rejected. (i.e. absence of negative autocorrelation)
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