Durbin Watson Test Bound in R
On Mon, 25 Nov 2013, MaXiaoyue wrote:
Hi, How could I use R to check Durbin Watson Test Bound?
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).
Best, Rebecca
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