Durbin-Watson Test for Autocorrelation

Durbin-Watson Test

Durbin-Watson Test for Autocorrelation

Interpretation Guide:

  • 0 to 1.5: Positive autocorrelation
  • 1.5 to 2.5: No autocorrelation
  • 2.5 to 4: Negative autocorrelation

Note: The Durbin-Watson test checks for first-order autocorrelation in regression residuals.

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