- CFA Exams
- CFA Level I Exam
- Topic 1. Quantitative Methods
- Learning Module 3. Model Misspecification
- Subject 3. Serial Correlation
CFA Practice Question
If the regression has no serial correlation, then the regression residuals will be uncorrelated over time and the value of the Durbin-Watson statistic will be close to ______.
Correct Answer: 2
d = 2 ( 1 - 0) = 2.
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