题目
We reject the null hypothesis in a Durbin-Watson D test. Which assumption is violated?
选项
A.Homoscedasticity
B.Multicollinearity
C.Model is linear
D.No autocorrelation between error terms
答案
D
解析
Durbin-Watson is classic test for autocorrelation. Null hypothesis is No positive/negative autocorrelation.Durbin-Watson是自相关的经典测试。 备择假设是无正/负自相关。