This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

DWATSON: MATLAB module to calculate Durbin-Watson statistic and significance

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Ludwig Kanzler ()

Additional information is available for the following registered author(s):

Abstract

DWATSON(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 Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. 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.

File URL: http://fmwww.bc.edu/repec/bocode/d/dwatson.m
File Format: text/plain
File Function: program code
Download Restriction: no

Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number T850802.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Size:
Programming language: MATLAB
Requires:
Date of creation: 06 Apr 1998
Date of revision: 06 May 2005
Handle: RePEc:boc:bocode:t850802

Contact details of provider:
Postal: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA
Phone: 617-552-3670
Fax: +1-617-552-2308
Email:
Web page: http://fmwww.bc.edu/EC/
More information through EDIRC

Order Information:
Web: http://repec.org/docs/ssc.php

For technical questions regarding this item, or to correct its listing, contact: (Christopher F Baum).

Related research
Keywords:

This paper has been announced in the following NEP Reports:

Statistics
Access and download statistics

Did you know? All top Economics journals are listed on RePEc.

This page was last updated on 2009-12-10.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.