Message-ID: <Pine.GSO.4.31.0106220729290.15487-100000@auk.stats>
Date: 2001-06-22T06:30:32Z
From: Brian Ripley
Subject: Durbin Watson stat for ser. corr
In-Reply-To: <200106212235.RAA25548@uhddx01.dt.uh.edu>
On Thu, 21 Jun 2001, Erin Hodgess wrote:
> Dear R People:
>
> Do any of the linear model or regression function calculate the
> Durbin-Watson test statistic for serial correlation, please?
>
> I found the hat matrix, studentized residuals, and so on,
> but no D-W.
>
> Thanks so much!
Package CAR (in Devel on CRAN) by John Fox has this.
--
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272860 (secr)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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