Skip to content
Prev 333679 / 398506 Next

Durbin Watson Test Bound in R

On Mon, 25 Nov 2013, MaXiaoyue wrote:

            
Although the bounds approach to the Durbin-Watson test is still described 
in many text books, there are actually various ways to get p-values for 
the Durbin-Watson statistic. dwtest() in "lmtest" implements the exact 
p-value (assuming normal disturbances) as well as the asymptotic 
approximation. durbinWatsonTest() in "car" implements a bootstrap approach 
(that is also applicable to lags higher than 1).