Problems with Durbin Watson and Partial Residual Plots

Dear Cal,

Both functions work fine for me (Windows XP Pro, R 2.0.0 patched, car
1.0-13, though the versions probably aren't significant here):
mod <- lm(Sales ~ Time, data=Data)
library(car)
durbin.watson(mod)
lag Autocorrelation D-W Statistic p-value
   1       0.3232896      1.249564    0.01
 Alternative hypothesis: rho != 0
cr.plot(mod, "Time") # makes the plot!
BTW, since there is only one predictor in the model (i.e., Time), the
component+residual plot is pointless -- it's essentially the scatterplot of
Sales vs. Time.

I'm not sure what the problem is. Perhaps you should just try again (or
provide some more information about what you did).

I hope this helps,
 John

--------------------------------
John Fox
Department of Sociology
McMaster University
Hamilton, Ontario
Canada L8S 4M4
905-525-9140x23604
http://socserv.mcmaster.ca/jfox 
--------------------------------
-----Original Message-----
From: Cal Tate [mailto:mathdoc2be at yahoo.com] 
Sent: Tuesday, November 02, 2004 4:46 PM
To: John Fox
Subject: RE: [R] Problems with Durbin Watson and Partial 
Residual Plots

John,

Thanks for your reply. The data set is attached.

Cal

John Fox <jfox at mcmaster.ca> wrote:

	Dear Cal,

	The functions that you mention are in the car package.

	The problems that you've encountered seem very odd to 
me. For example, if
	you take a look at durbin.watson.lm(), you'll see that 
the code producing
	the errors is quite straight-forward; it just extracts 
residuals from the
	model and checks for NAs:

	residuals <- residuals(model)
	if (any(is.na(residuals))) 
	stop("residuals include missing values") 

	Likewise, what's going on inside of cr.plot.lm() is 
also pretty simple.

	Can you send the data set on which this regression was based?

	John

	--------------------------------
	John Fox
	Department of Sociology
	McMaster University
	Hamilton, Ontario
	Canada L8S 4M4
	905-525-9140x23604
	http://socserv.mcmaster.ca/jfox 
	-------------------------------- 

	> -----Original Message-----> From: 
r-help-bounces at stat.math.ethz.ch 
	> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf 
Of Cal Tate
	> Sent: Tuesday, November 02, 2004 2:24 PM
	> To: r-help at stat.math.ethz.ch
	> Subject: [R] Problems with Durbin Watson and Partial 
Residual Plots
	> 
	> I am trying to evaluate a model by using the commands 
	> durbin.watson and cr.plot.
	> However, I keep getting errors that I can't figure out. A 
	> description follows. Does anyone have a hint as to 
what may be wrong?
	> 
	> 
	> 1)The Durbin Watson Test. In running the command I kept 
	> getting the message "residuals include missing values" when 
	> actually this was NOT the case.
	> 
	> Example:
	> >durbin.watson(hw8LM0)
	> Error in durbin.watson.lm(hw8LM0) : residuals include 
missing values
	> 
	> (2)Partial Residual Plots: Here I kept getting that the 
	> variables I choose are not in the model, i.e. "Time! 
is not in 
	> the model" when it clearly is.
	> 
	> Example:
	> >cr.plot(hw8LM0,variable="Time")
	> Error in cr.plot.lm(hw8LM0, variable = "Time") : 
	> Time is not in the model.
	> 
	> Here is the model and residuals:
	> summary(hw8LM0)
	> Call:
	> lm(formula = Sales ~ Time)
	> Residuals:
	> Min 1Q Median 3Q Max 
	> -516.32 -292.95 -29.15 238.48 895.09
	> Coefficients:
	> Estimate Std. Error t value Pr(>|t|) 
	> (Intercept) 1418.872 122.464 11.59 2.35e-14 ***
	> Time 73.278 4.962 14.77 < 2e-16 ***
	> ---
	> Signif. codes: 0 `***' 0.001 `**' 0.01 `*' 0.05 `.' 0.1 ` ' 
	> 1 Residual standard error: 389.8 on 40 degrees of freedom
	> Multiple R-Squared: 0.845, Adjusted R-squared: 0.8411 
	> F-statistic: 218.1 on 1 and 40 DF, p-value: < 2.2e-16 
	> 
	> hw8LM0$res
	> 1 2 3 4 5 
	> 6 
	> 242.679535 679.531369 895.093204 442.975038 -237.4! 43127 
	> 245.868708 
	> 7 8 9 10 11 
	> 12 
	> 82.540542 -13.347623 -209.325789 161.976046 -96.612120 
	> -271.380285 
	> 13 14 15 16 17 
	> 18 
	> -460.888451 -113.606616 -311.494782 -417.352947 -516.321113 
	> 1.430722 
	> 19 20 21 22 23 
	> 24 
	> -18.407443 -328.425609 -476.743774 8.528060 67.849895 
	> -298.548271 
	> 25 26 27 28 29 
	> 30 
	> -478.826436 225.895398 110.617233 -226.800933 -487.939098 
	> 281.782736 
	> 31 32 33 34 35 
	> 36 
	> -61.495429 -390.773595 -485.051760 431.670075 477.391909 
	> -39.886256 
	> 37 38 39 40 41 
	> 42 
	> -276.164422 732.557413 618.279247 -16.998918 -229.277084 
	> 756.444751 
	> 
	> 
	> 
	> ---------------------------------
	> 
	> [[alternative HTML version deleted]]
	> 
	> ______________________________________________
	> R-help at stat.math.ethz.ch mailing list
	> https://stat.ethz.ch/mailman/listinfo/r-help
	> PLEASE do read the posting guide! 
	> http://www.R-project.org/posting-guide.html

________________________________