CFA Practice Question

There are 208 practice questions for this study session.

CFA Practice Question

The null hypothesis of the Durbin-Watson test is:

I. H0: r = 0
II. There is no serial correlation.
III. There is positive serial correlation.
IV. There is negative serial correlation.
Correct Answer: I and II

I and II are equivalent.

User Contributed Comments 1

User Comment
Thecatz89 with r = correlation coefficient between residuals from one period and those from the previous period
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