• 例題87 (88中央產經)：Consider the model:
• (1)Please to describe the Durbin-Watson test procedure.
• (2)If the model has the presence of autocorrelation, please to describe the estimation procedures by the Cochrane-Orcutt method

例題89 (95交大科管)：研究人員分析公司的產品售價相對於市場平均售價的比例 、目標市場的人數( ,單位十萬人)與產品的銷售量( ,單位萬台)間的關係。首先考慮以下迴歸模式。

研究人員蒐集公司產品的過去資料，以下是SPSS軟體輸出的部份報表

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• (1)分別說明以下統計量告訴你有關這個例子的什麼訊息，請以本例說明之。
• (a) Adjusted R Square, (b) F與其右欄的Sig., (c) Unstandardized B
• (2)Durbin-Watson是Durbin-Watson test 所使用的檢定統計量。其中
• 說明Durbin-Watson test的目的為何?
• (3)根據Durbin-Watson的公式分別解釋小的Durbin-Watson值顯示出什麼現象?大的Durbin-Watson值顯示出什麼現象?

例題85 (清大計財)：Use the following information to answer Questions (1) through (5). Multiple regression was used to explain stock returns using the following variables:

Dependent variable:

RET=annual stock returns (%)

Independent variables:

MKT=Market capitalization=Market capitalization/$1.0 million

IND=Industry quartile ranking (IND=4 is the highest ranking)

FORT=Fortune 500 firm, where {FORT=1 if the stock is that of aFortune 500 firm, FORT=0 if not a Fortune 500 stock}

The regression results are presented in the tables below

The lower and upper limits for the Durbin-Watson are 0.40 and 1.90, respectively. Based on this data and the information in the tables, there is evidence of serial correlation

(A) yes

(B) no

(C)unknow