- CFA Exams
- CFA Level I Exam
- Topic 1. Quantitative Methods
- Learning Module 3. Model Misspecification
- Subject 3. Serial Correlation
CFA Practice Question
If the Durbin-Watson statistic falls between dL and dU, we should
B. reject the null hypothesis of no serial correlation.
C. deem the test inconclusive.
A. fail to reject the null hypothesis of no serial correlation.
B. reject the null hypothesis of no serial correlation.
C. deem the test inconclusive.
Correct Answer: C
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