You believe JZZ, a fast growing technology company, has shown a lot of momentum over the last 10 Years. Using monthly returns and those of the market you derive the following statistics: JZZ Market. Average 4.01% 0.67% Standard Deviation 8.52 % 2.89% 0.10563 R Squared Summation of [Error(t)-Error(t-1)] Squared - 0.44129 You want to test for serial correlation. What is your estimate of the Durbin-Watson ratio? 0.132 O 1,751 O 2.093 Returns O 3.256

MATLAB: An Introduction with Applications
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You believe JZz, a fast growing technology company, has shown a lot of momentum over the last 10
Years. Using monthly returns and those of the market you derive the following statistics
Returns
JZZ
Market
Average
4.01%
0.67%
Standard Deviation 8.52%
2.89%
R Squared - 0.10563
Summation of [Error(t)-Error(t-1)] Squared- 0.44129
You want to test for serial correlation. What is your estimate of the Durbin-Watson ratio?
0.132
O 1751
2.093
3.256
Transcribed Image Text:You believe JZz, a fast growing technology company, has shown a lot of momentum over the last 10 Years. Using monthly returns and those of the market you derive the following statistics Returns JZZ Market Average 4.01% 0.67% Standard Deviation 8.52% 2.89% R Squared - 0.10563 Summation of [Error(t)-Error(t-1)] Squared- 0.44129 You want to test for serial correlation. What is your estimate of the Durbin-Watson ratio? 0.132 O 1751 2.093 3.256
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