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- 2011-7-11
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2#
发表于 2011-7-11 19:40
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Great that makes sense.
So, as in other tests, the null (Ho) says no positive serial correlation. If DW is below the lower end (d_low), then we reject the null and say there is positive serial correlation.
But if we are suspecting a negative serial correlation, then as in other tests, the null (Ho) says no negative serial correlation. If DW is above the higher end (d_up), then we reject the null and say there is negative serial correlation.
To decide whether we should test for negative or positive serial correlation, we look at the correlation, "r". If it is positive, test for positive, etc.
Can you confirm, so that we can seal this and move on? |
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