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DurbinWatsonD

DurbinWatsonD
is a possible value for the RegressionReport option for Regress and DesignedRegress which represents the Durbin-Watson d statistic for autocorrelation.
  • 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.
Needs["LinearRegression`"]
Sample data:
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Click for copyable input
DurbinWatsonD for a linear regression:
In[3]:=
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Out[3]=