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

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


  • To use , you first need to load the Regression Common Functions Package. You can do this by using , which will automatically load the Regression Common Functions Package, or you can load the package directly by using .
  • 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.
Translate this page: