标题: Durbin Watson test [打印本页] 作者: segalm 时间: 2011-7-11 19:40 标题: Durbin Watson test
Problem 12, solution on page 436.
The null is NO positive serial correlation.
DW=1.8953 is > 1.78 (from the table).
Usually, when that happens we reject the null, but here it says we cannot reject the null.
What gives?作者: WarrenB1 时间: 2011-7-11 19:40
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?作者: RepoToronto 时间: 2011-7-11 19:40
yes, that's how i approach it.作者: bbtomato 时间: 2011-7-11 19:40
Dreary Wrote:
-------------------------------------------------------
> 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 DW is above d_low and below d_up, we are in the neutral region, and we cannot conclude anything. Finally, if DW > d_up, we cannot reject the null (that there is no positive serial corr) and conclude that there is no positive serial corr.
