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You may need to use the appropriate appendix table to answer this question. Given the following information, perform the Durbin-Watson test to determine whether first-order
You may need to use the appropriate appendix table to answer this question. Given the following information, perform the Durbin-Watson test to determine whether first-order autocorrelation exists. n = 27, k = 5, a = 0.05, d = 0.96 State the null and alternative hypotheses. 1. Ho: There is no first-order autocorrelation. H1: There is first-order autocorrelation. 2. Ho: There is positive first-order autocorrelation. H1: There is negative first-order autocorrelation. 3. Ho: There is negative first-order autocorrelation. Hq: There is positive first-order autocorrelation. 4. Ho: There is first-order autocorrelation. H1: There is no first-order autocorrelation. i State the rejection region. (Enter NONE for any unused regions.) test statistic > test statistic State your conclusion. There is enough evidence to infer the presence of first-order autocorrelation. v
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