Vhich of the following statements about autocorrelation are true? I. Successive residuals are often correlated in time series because an event in one time period often influences the event in the next period. II. If residuals are correlated, the residuals will be randomly distributed above and below zero. III. A Durbin-Watson statistic d is used to test the hypothesis that autocorrelation does not exist.

MATLAB: An Introduction with Applications
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ISBN:9781119256830
Author:Amos Gilat
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Chapter1: Starting With Matlab
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Which of the following statements about autocorrelation are true?
I. Successive residuals are often correlated in time series because an event in one time period often influences the event in the next period.
II. If residuals are correlated, the residuals will be randomly distributed above and below zero.
III. A Durbin-Watson statistic d is used to test the hypothesis that autocorrelation does not exist.
Multiple Choice
Il and I
I only
Il only
I and I
36 of 50
Next >
raw
Transcribed Image Text:Which of the following statements about autocorrelation are true? I. Successive residuals are often correlated in time series because an event in one time period often influences the event in the next period. II. If residuals are correlated, the residuals will be randomly distributed above and below zero. III. A Durbin-Watson statistic d is used to test the hypothesis that autocorrelation does not exist. Multiple Choice Il and I I only Il only I and I 36 of 50 Next > raw
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