孫同學(xué)
2018-10-18 23:063、原版書(shū)time-series第5題,答案說(shuō)The DW statistic cannot be appropriately used for a regression that has a lagged value of the dependent variable as one of the explanatory variables. To test for serial correlation, we need to examine the autocorrelations. 為什么說(shuō)DW檢驗(yàn)不能用在有滯后期的自變量歸回中,為什么只能用AR?
所屬:CFA Level II > Quantitative Methods 視頻位置 相關(guān)試題
來(lái)源: 視頻位置 相關(guān)試題
1個(gè)回答
Vincent助教
2018-10-21 20:29
該回答已被題主采納
同學(xué)你好,DW只用于線性回歸模型,自回歸使用T檢驗(yàn)
