Answer-first summary for fast verification
Answer: 92 and 2.
## Explanation For the Breusch-Godfrey test: - The degrees of freedom for the F-statistic are (p, n - k - p), where: - p = number of lags being tested (2 in this case) - n = sample size (100) - k = number of independent variables (5) Calculation: - First degree of freedom = p = 2 - Second degree of freedom = n - k - p = 100 - 5 - 2 = 93 Therefore, the degrees of freedom are (2, 93), which corresponds to option B. **Correct Answer: B**
Author: LeetQuiz Editorial Team
Ultimate access to all questions.
For an initial regression model with five independent variables and a sample size of 100, a Breusch–Godfrey test is carried out to test for serial correlation in the model's residuals up to lag two. The degrees of freedom of the F-statistic for this test are:
A
92 and 2.
B
93 and 2.
C
94 and 2.
No comments yet.