- CFA Exams
- CFA Level I Exam
- Study Session 2. Quantitative Methods (1)
- Reading 5. Multiple Regression
- Subject 12. The Durbin-Watson Statistic
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.
User Contributed Comments 0
You need to log in first to add your comment.