this is what I mentioned today (durbin-watson)

2 views
Skip to first unread message

chou...@msu.edu

unread,
Apr 19, 2013, 10:10:32 PM4/19/13
to msu-econ-201...@googlegroups.com

Doosoo Kim

unread,
Apr 19, 2013, 10:19:19 PM4/19/13
to Annie, msu-econ-201...@googlegroups.com
Oh thanks!
It makes a lot of sense :)
The relevent part is on the second page:

If the observed value of the test statistic is less than the tabulated lower bound, then you 
should reject the null hypothesis of non-autocorrelated errors in favor of the hypothesis 
of positive first-order autocorrelation. Since 0.24878 is less than 1.377, we reject the 
null hypothesis. If the test statistic value were greater than dU, we would not reject the 
null hypothesis.

For models with an intercept, if the observed test statistic value is greater than 2, 
then you want to test the null hypothesis against the alternative hypothesis of negative 
first-order autocorrelation. To do this, compute the quantity 4-d and compare this value 
with the tabulated values of dL and dU as if you were testing for positive 
autocorrelation


Best,
Doosoo


On 19 April 2013 22:10, <chou...@msu.edu> wrote:
 http://www.imm.bwl.uni-muenchen.de/dateien/3_lehre/market_analysis/durbin_watson_tables.pdf

--
You received this message because you are subscribed to the Google Groups "MSU econ 2012 study group" group.
To unsubscribe from this group and stop receiving emails from it, send an email to msu-econ-2012-stud...@googlegroups.com.
For more options, visit https://groups.google.com/groups/opt_out.
 
 

riju joshi

unread,
Apr 20, 2013, 12:25:23 AM4/20/13
to Doosoo Kim, msu-econ-201...@googlegroups.com, Anny

Thank you Annie and Doosoo. This was very helpful!
:-)

Reply all
Reply to author
Forward
0 new messages