RegressionCommon`
RegressionCommon`
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.
Details and Options
- 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.
Examples
Wolfram Research (2007), DurbinWatsonD, Wolfram Language function, https://reference.wolfram.com/language/RegressionCommon/ref/DurbinWatsonD.html.
Text
Wolfram Research (2007), DurbinWatsonD, Wolfram Language function, https://reference.wolfram.com/language/RegressionCommon/ref/DurbinWatsonD.html.
CMS
Wolfram Language. 2007. "DurbinWatsonD." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/RegressionCommon/ref/DurbinWatsonD.html.
APA
Wolfram Language. (2007). DurbinWatsonD. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/RegressionCommon/ref/DurbinWatsonD.html