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

Basic Examples  (1)

Sample data:

DurbinWatsonD for a linear regression:

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

BibTeX

@misc{reference.wolfram_2024_durbinwatsond, author="Wolfram Research", title="{DurbinWatsonD}", year="2007", howpublished="\url{https://reference.wolfram.com/language/RegressionCommon/ref/DurbinWatsonD.html}", note=[Accessed: 22-November-2024 ]}

BibLaTeX

@online{reference.wolfram_2024_durbinwatsond, organization={Wolfram Research}, title={DurbinWatsonD}, year={2007}, url={https://reference.wolfram.com/language/RegressionCommon/ref/DurbinWatsonD.html}, note=[Accessed: 22-November-2024 ]}