An economist wishes to study the monthly trend in the Dow Jones Industrial Average (DJIA). Data collected over the past 40 months were used to fit the model E(Yt) =0+1t, where y=monthly close of the DJIA and t=month(1,2,3,...40). The regression results appear below: = 88 + 0.25t R2= 0.37 MSE = 144 F = 4.25 Durbin-Watson d = 0.96 Use the value of the Durbin-Watson test statistic to make a statement about autocorrelation of residuals in the regression model above. Question 34 options: Approximately 98.5% of the residuals lie within 2 standard deviations of their mean 0. There is sufficient evidence (using = 0.05) to indicate that positive autocorrelation exists. Since the value lies in the inconclusive region (using = 0.05), we need more information before a definite conclusion can be drawn. There is insufficient evidence (using = 0.05) to indicate that positive autocorrelation exists