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Q:To check the first order serial correlation in a regression model we can use a.Durbin-Watson statistic...

Q:To check the first order serial correlation in a regression model we can use

a.Durbin-Watson statistic

b. R-squared

c. Variance Inflation Factor

d. SSR

e.Variance Inflation Factor

Math   Statistics-And-Probability   
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Answer #1

To check the first order serial correlation in a regression model we can use : Durbin-Watson statistic (a)

[ explanation:-

we test for autocorrelation with  Durbin-Watson test.

we test multicollineartity with Variance Inflation Factor.

R2 is used to predict the percentage of variation of the dependent variable explained by the linear model . ]

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