Perform the Durbin–Watson test at the 5% significance level ...

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Exercises 17.39
Perform the Durbin–Watson test at the 5% significance level to determine whether positive first-order autocorrelation exists when d = 1.10, n = 25, and k = 3.


Exercises 17.42
Test the following hypotheses with α = .05
H0: There is no first-order autocorrelation
H1: There is positive first-order autocorrelation
N = 50 K = 2 d = 1.28

Exercise 20.35


The following trend line and seasonal indexes were computed from 4 weeks of daily observations. Forecast the 7 values for next week.
Ŷ = 1220 + 2.3 t = 1, 2, . . ., 28 Day Sun Mon Tue Wed Thu Fri Sat 1.5 0.4 0.5 0.6 0.7 1.4 1.9

    • 8 years ago
    The lower critical value for the Durbin-Watson statistic (n = 25, k = 3) at 5% level of significance ...
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