标题: Quant questions from sample 1 [打印本页] 作者: fishmarket 时间: 2011-7-13 13:06 标题: Quant questions from sample 1
Why did they say the DW has upper bound of 1.73 in Q11? isnt it supposed to be 2? and when DW says it is about 1.9, there should be no serial corelation, right?
I also didnt understand Q9's answer作者: bdavi77962 时间: 2011-7-13 13:06
if i can remember well, i think if its below 2, its i.e. 1.9 its negative serial correlation above 2 its positive serial correlation作者: madaochenggong 时间: 2011-7-13 13:06
AudreyMwala Wrote:
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> if i can remember well, i think if its below 2,
> its i.e. 1.9 its negative serial correlation above
> 2 its positive serial correlation
AudreyMwala - it's the other way round. 0=perfect positive serial correlation; 4=perfect negative serial correlation and 2=no correlation. DW formula = 2(1-r)
sumz - not sure, that's the first time I have come across upper and lower bounds in relation to a DW test :-( I did practice test 1 today and crashed in the Quant item set.作者: tarunajwani 时间: 2011-7-13 13:06
0 correlation should be around 2....but if the upper bound is given at 1.7 and and the DW is 1.9 i would assume it would be negative correlation?作者: Analyze_This 时间: 2011-7-13 13:06
as per notes, less than 2 is positive serial corelation and above 2 is negative serial corelation. But i thought 1.9 can be approximated as 2 i guess not作者: xilinx_altera 时间: 2011-7-13 13:06
I remeber doing an EOC question that said if the DW Stat is "near" 2...you will need to test for correlation..
