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When auto correlation is present, which of the following is a problem? Regression coefficient estimates are biased. The t and F distributions are no longer

When auto correlation is present, which of the following is a problem?

  • Regression coefficient estimates are biased.
  • The t and F distributions are no longer applicable.
  • The D-W statistic is close to minus one.
  • Spurious regression.
  • None of the above.

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