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The Value of the Durbin Watson Test Statistic in a Regression

Question 22

Multiple Choice

The value of the Durbin Watson test statistic in a regression with 4 regressors (including the constant term) estimated on 100 observations is 3.6. What might we suggest from this?


A) The residuals are positively autocorrelated
B) The residuals are negatively autocorrelated
C) There is no autocorrelation in the residuals
D) The test statistic has fallen in the intermediate region

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