Durbin Watson Test Bound in R

I would first enter

?RSiteSearch

at the R console, and learn how to sift through the 5000+ packages at CRAN for myself.

Then I would enter

RSiteSearch("Durbin")

and then study the many options available.

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Sent from my phone. Please excuse my brevity.

Hi,

How could I use R to check Durbin Watson Test Bound?


Best,
Rebecca

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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

______________________________________________
R-help at r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.