Question
You run a regression of PSG's return against the Market return, using 200 trading days. You compute the regression errors and find that they keep
You run a regression of PSG's return against the Market return, using 200 trading days. You compute the regression errors and find that they keep alternating between +3% and -3% over the entire data series. You decide to test for serial correlation. What is the Durbin Waston ratio?
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Calculus And Its Applications Expanded Version
Authors: Marvin L Bittinger, David J Ellenbogen, Scott J Surgent
1st Edition
0321882512, 9780321882516
