Use the Durbin-Watson test to test, at 5% level of significance, for the presence of significant linear correlation among error terms in the following cases: Given that the sample size is n=20, the Durbin Watson (DW) statistic = 0.62, when the regression model is of the form E(Y) = Bo + B1X %3D Given that the sample size is n=35, the Durbin Watson (DW) statistic 1.82, when the regression model is of the form E(Y) = Bo + B,X, + B2X2 %3D Given that the sample size is n=40, the Durbin Watson (DW) statistic 2.78, when the regression model is of the form E(Y) = Bo + B,X1 + B2X2 + B3X3+ B4X4 %3D

Glencoe Algebra 1, Student Edition, 9780079039897, 0079039898, 2018
18th Edition
ISBN:9780079039897
Author:Carter
Publisher:Carter
Chapter4: Equations Of Linear Functions
Section4.6: Regression And Median-fit Lines
Problem 4GP
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s) Use the Durbin-Watson test to test, at 5% level of significance, for the
presence of significant linear correlation among error terms in the following
cases:
a) Given that the sample size is n=20, the Durbin Watson (DW) statistic 0.62, when
the regression model is of the form E(Y) = Bo + B,X
b) Given that the sample size is #=35, the Durbin Watson (DW) statistic = 1.82, when
the regression model is of the form E(Y) = Bo + B,X, + B,X2
.
c) Given that the sample size is n-40, the Durbin Watson (DW) statistic =2.78, when
the regression model is of the form E(Y) = Bo + BzX, + B2X2 + B,X3 +B,X4
Table Criical value for the Durbin-Watson d Statistic (a = 05)
Transcribed Image Text:s) Use the Durbin-Watson test to test, at 5% level of significance, for the presence of significant linear correlation among error terms in the following cases: a) Given that the sample size is n=20, the Durbin Watson (DW) statistic 0.62, when the regression model is of the form E(Y) = Bo + B,X b) Given that the sample size is #=35, the Durbin Watson (DW) statistic = 1.82, when the regression model is of the form E(Y) = Bo + B,X, + B,X2 . c) Given that the sample size is n-40, the Durbin Watson (DW) statistic =2.78, when the regression model is of the form E(Y) = Bo + BzX, + B2X2 + B,X3 +B,X4 Table Criical value for the Durbin-Watson d Statistic (a = 05)
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