Suppose Y = Co + c1 Xt + c2Zt + e. t= 1,2..... T and et satisfies the classical conditions. However, in a regression, Zt was omitted. If Z=rZ-1 + ur where r 0. and ut is i.i.d., the D-W d-statistic in the above is likely to be Select one: O a. cannot be computed. O b. close to 2 O c. different from 2 O d. close to O Suppose Y = Co + c1 Xt + c2Zt + e. t= 1,2..... T and et satisfies the classical conditions. However, in a regression, Zt was omitted. If Z=rZ-1 + ur where r 0. and ut is i.i.d., the D-W d-statistic in the above is likely to be Select one: O a. cannot be computed. O b. close to 2 O c. different from 2 O d. close to O