DurbinWatsonD

As of Version 7.0, DurbinWatsonD has become a property of LinearModelFit.

DurbinWatsonD
is a possible value for the RegressionReport option for Regress and DesignedRegress which represents the Durbin-Watson d statistic for autocorrelation.

DetailsDetails

  • 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.

ExamplesExamplesopen allclose all

Basic Examples  (1)Basic Examples  (1)

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Sample data:

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DurbinWatsonD for a linear regression:

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