Thursday, March 17, 2011

durbin watson critical values

Durbin-Watson critical values. To formally test for serial correlation in

Durbin-Watson critical values. To formally test for serial correlation in

Given the likelihood ratio value of 2.584, we cannot reject that the

Given the likelihood ratio value of 2.584, we cannot reject that the

Critical Values for the Durbin-Watson Test

Critical Values for the Durbin-Watson Test

Critical Values for the Durbin-Watson Test. 5% Significance Level, K=2 to 21

Critical Values for the Durbin-Watson Test. 5% Significance Level, K=2 to 21

Appendix 2: Durbin-Watson Test. For a test of positive autocorrelation in

Appendix 2: Durbin-Watson Test. For a test of positive autocorrelation in

 denotes the Durbin-Watson statistic and "n" denotes the degrees of

denotes the Durbin-Watson statistic and "n" denotes the degrees of

The critical value of the Durbin-Watson statistic is approximately dL = 1.65

The critical value of the Durbin-Watson statistic is approximately dL = 1.65

Figure 3: Limiting distributions for the Durbin-Watson statistic.

Figure 3: Limiting distributions for the Durbin-Watson statistic.

Test critical values:

Test critical values:

Juckes – Meet the Durbin-Watson Statistic

Juckes – Meet the Durbin-Watson Statistic

Testar pressupostos MQO, Heterecedasticidade - White, Autocorrelação - Durbin-Watson e LM, Multicolinearidade - .

Testar pressupostos MQO, Heterecedasticidade - White, Autocorrelação - Durbin-Watson e LM, Multicolinearidade - .

Durbin-Watson statistic = 2.17031. Analysis of Variance. Source DF SS MS F P. Regression 4 2271423 567856 4629.17 0.000. Residual Error 22 2699 123

Durbin-Watson statistic = 2.17031. Analysis of Variance. Source DF SS MS F P. Regression 4 2271423 567856 4629.17 0.000. Residual Error 22 2699 123

Use a Durbin-Watson test to answer the question. Yes, definitely. The value

Use a Durbin-Watson test to answer the question. Yes, definitely. The value

Durbin-Watson, Akaike, Schwarz 3 de 3

Durbin-Watson, Akaike, Schwarz 3 de 3

Durbin Watson Statistic, page 205. regression /statistics outs /dependent

Durbin Watson Statistic, page 205. regression /statistics outs /dependent

Durbin Watson Statistic, page 205. regression /statistics outs /dependent

Durbin Watson Statistic, page 205. regression /statistics outs /dependent

 basis for identifying value drivers and forecasting business plan data.

basis for identifying value drivers and forecasting business plan data.

I've included both the test numbers for positive conclusions (DW value below

I've included both the test numbers for positive conclusions (DW value below

 template provides a solid basis for identifying value drivers and

template provides a solid basis for identifying value drivers and

Durbin-Watson test for autocorrelation

Durbin-Watson test for autocorrelation