Question

In: Statistics and Probability

Use alpha= 0.05 to test the following time series for positive autocorrelation. Period   Sales 1   2...

Use alpha= 0.05 to test the following time series for positive autocorrelation.

Period   Sales
1   2
2   5
3   9
4   6
5   6
6   9
7   10
8   12
9   10
10   13
11   18
12   11
13   13
14   13
15   14

a) Determine the​ Durbin-Watson statistic.

​(Round to two decimal places as​ needed.)

b) Identify the critical values.

dL=

dU=

​(Round to two decimal places as​ needed.)

Solutions

Expert Solution

Excel:

Data --> Megastat --> Regression analysis

(a)  Durbin-Watson statistic = 1.90

(b)

dL= 1.08

dU= 1.36


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