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L2，2011年sample version1 第11题答案是不是错了？
回归的DW值是1.9566，答案却选C: the most appropriate conclusion is significant serial correlation is present and the standard errors are likely to be underestimated.
答案注解还要离谱：
the value of D-W statistic exceeds the upper critical value(1.9566>1.73). We fail to reject the null hypothesis of no positive serial correlation. When serial correlation is present, the standard errors of the estimates are artificially small...brabra
不是说DW检验大于Du小于4-Dl的情况下，there is no serial correlation的吗! |
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发表于 2011-5-24 00:09
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