statistics
posted by Yadira M .
A regression model has 2 independent variables and 16 observations, and the calculated DurbinWatson d statistic is 2.78. What, if any, conclusion will be reached in testing for autocorrelation of the residuals with a:
a. twotail test at the 0.05 level of significance?
b. Test the negative autocorrelation at the 0.01 level?

Data:
2 independent variables (k=2)
16 observations
DurbinWatson 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 DurbinWatson statistic is 42.78=1.22.
Since 1.22 is about halfway between DL and DU, the DurbinWatson 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)
Respond to this Question
Similar Questions

Statistics
I neep help on two questions! A condition that occurs in multiple regression analysis if the independent variables are themselves correlated is known as: 1. autocorrelation 2. stepwise regression 3. multicorrelation 4. multicollinearity … 
statistics
In a oneway ANOVA, there are three independent samples, with n1 8, n2 = 10, and n3 = 7. The calculated Fstatistic is F = 3.95. At the 0.05 level of significance, what conclusion would be reached? 
business statistics
Please, I would the step to do this problem. In a oneway ANOVA, there are three independent samples, with n1 =8, n2 = 10, and n3 = 7. The calculated Fstatistic is F = 3.95. At the 0.05 level of significance, what conclusion would … 
business statistics
When autocorrelation of the residuals is present, what effect can this have on interval estimation and significance tests regarding the regression model involved? 
Regression Analysis
1)Quantity of Beef 2)Price of Beef 3)Price of Pizza 4)Price of Coke 5)Income 1 list and explain each of the components of your regression model, both the dependent variable and the independent variables 2list each of the independent … 
Stats
Instructions for Data Sets: In each data set, the dependent variable (response) is the first variable. Choose the independent variables (predictors) as you judge appropriate. Use a spreadsheet or a statistical package (e.g., MegaStat … 
Math
Consider the regression through the origin model y = bx Assume that there are n pairs of observations of the response and the explanatory variables, and that these observations are indexed by i. Derive the leastsquares estimator for … 
Math
Consider the regression through the origin model y = bx Assume that there are n pairs of observations of the response and the explanatory variables, and that these observations are indexed by i. Derive the leastsquares estimator for … 
Statistics
Calculate a linear regression, the residuals, and the correlation between two variables using the following info: number of people:12,14,15,18,20,16,14,13,18,19,20,22 and cost of drinks:24,30,36,38,65,44,36,30,39,76,80,85 
statistics
If a teacher wants to test her belief that more than 5 students in college classes typically receive A as a grade, she'll perform?