DWATSON: MATLAB module to calculate Durbin-Watson statistic and significance
AbstractDWATSON(SERIES) computes the Durbin-Watson statistic d of serial correlation and the significance level, if any, at which the null hypothesis d=2 is rejected against either of the one-sided alternatives (but not both!), using both upper-bound and lower-bound critical values.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoSoftware component provided by Boston College Department of Economics in its series Statistical Software Components with number T850802.
Programming language: MATLAB
Date of creation: 06 Apr 1998
Date of revision: 06 May 2005
Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Christopher F Baum).
If references are entirely missing, you can add them using this form.