Message-ID: <alpine.DEB.2.10.1311260831040.19136@paninaro.uibk.ac.at>
Date: 2013-11-26T07:34:06Z
From: Achim Zeileis
Subject: Durbin Watson Test Bound in R
In-Reply-To: <BLU0-SMTP18987C96527C201C456753C98ED0@phx.gbl>
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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>