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I'm writing this letter to enquire where can I download the package of "lmtest".

2 messages · R. Michael Weylandt, Achim Zeileis

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Please do keep your follow up on list for archival reasons:

This isn't an area of particular expertise for me, but Google suggests
the lmtest package does do the Durbin-Watson test:

http://hosho.ees.hokudai.ac.jp/~kubo/Rdoc/library/lmtest/html/dwtest.html

Michael

2011/11/20 Sophy <100665 at mail.tku.edu.tw>:
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On Mon, 21 Nov 2011, R. Michael Weylandt wrote:

            
Yes, dwtest() in "lmtest" can perform both one-sided and two-sided 
Durbin-Watson tests, using asymptotic p-values.

If you want to apply the test to a series y without covariates, simply use 
dwtest(y ~ 1).

An alternative implementation durbinWatsonTest() is available in "car" 
which uses bootstrap p-values and can also assess lags greater than 1.