As of Version 7.0, DurbinWatsonD has become a property of LinearModelFit.
- To use DurbinWatsonD, you first need to load the Regression Common Functions Package. You can do this by using Needs["LinearRegression`"], which will automatically load the Regression Common Functions Package, or you can load the package directly by using Needs["RegressionCommon`"].
- DurbinWatsonD tests for the existence of a first-order autoregressive process.
- A value close to 0 indicates positive correlation, and a value close to 4 indicates negative correlation.