2)Hypothesis: Ho: p=0 VS H:p*0 Construct the d-w statistic ∑( 2|1 t-1 2(1-p) ∑ t=1 0<d<4 p=0(不相关)→d≈2 p>0(正相关)→0<d<2 p<0负相关)→4>d>22) Hypothesis: Construct the D-W statistic 0 1 H H : 0 vs : 0   =  2 1 2 1 2 2 1 1 ( ) 2 1 2(1 )ˆ n t t t t t n t t t e e e e d e e  − = − − = −   =  − = −           0 4   d 0( 2 0( 0 2 0( 4 2 d d d    =           不相关) 正相关) 负相关)