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The regression results from fitting an AR(1) model to the first-differences in enrollment growth rates at a large university includes a Durbin-Watson statistic of 1.58. The number of quarterly observations in the time series is 60. At 5% significance, the critical values for the Durbin-Watson statistic are dl = 1.55 and du = 1.62. Which of the following is the most accurate interpretation of the DW statistic for the model? A. Since dl < DW < du, the results of the DW test are inconclusive. B. Since DW > dl, the null hypothesis of no serial correlation is rejected. C. The Durbin-Watson statistic cannot be used with AR(1) models. |