It is commonly asserted that the DurbinWatson statistic is only appropriate for testing for first-order autoregressive disturbances. What combination of the coefficients of the model is estimated by the DurbinWatson statistic in each of the following cases: AR(1), AR(2), MA(1)? In each case, assume that the regression model does not contain a lagged dependent variable. Comment on the impact on your results of relaxing this assumption.

Name______________________ American History II Final Exam Review, Winter 2016 70 points Part I Identification: (16 pts) Identify and give the significance of 8 of the following terms (2 points each). I will choose the eight terms. Some of these will be missing from the actual...