DWATSON: MATLAB module to calculate Durbin-Watson statistic and significance
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.
|Date of creation:||06 Apr 1998|
|Date of revision:||06 May 2005|
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