It is commonly asserted that the Durbin–Watson statistic is only appropriate for testing for first-order autoregressive disturbances. What combination of the coefficients of the model is estimated by the Durbin–Watson statistic in each of the following cases: AR(1), AR(2), MA(1)? In each case, assume that the regression model does not contain a lagged dependent variable. Comment on the impact on your results of relaxing this assumption.