About this question

Durbin-Watson Interpretation

Medium · Statistics & Regression · Quant Trader interview question · statistics, regression, durbin-watson, serial-correlation, autocorrelation

You are analyzing the residuals from a linear regression model used for predicting daily stock returns. The Durbin-Watson statistic is calculated to be approximately 0.5. What can you infer about the presence and nature of serial correlation in the residuals?