(b) Compute the Durbin-Watson D statistic. Does it indicate a problem? For a series of this length, any value of D that is more than 0.64 away from 2 is statistically significant with p-value smaller than 0.01 Calculate D. D= (Round to two decimal places as needed.)
(b) Compute the Durbin-Watson D statistic. Does it indicate a problem? For a series of this length, any value of D that is more than 0.64 away from 2 is statistically significant with p-value smaller than 0.01 Calculate D. D= (Round to two decimal places as needed.)
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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Transcribed Image Text:(b) Compute the Durbin-Watson D statistic. Does it indicate a problem? For a series of this length, any value of D that is more than 0.64 away from 2 is statistically significant with p-value smaller than 0.01.
Calculate D.
D= (Round to two decimal places as needed.)

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