Tuesday, April 12, 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

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

Durbin-Watson critical values. Since OLS runs indicated a high Durbin-Watson

Durbin-Watson critical values. Since OLS runs indicated a high Durbin-Watson

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

Test critical values:

Test critical values:

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

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

Juckes – Meet the Durbin-Watson Statistic

Juckes – Meet the Durbin-Watson Statistic

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

Gretl 8 - Test de Durbin Watson. Gretl 8 - Test de Durbin Watson

Gretl 8 - Test de Durbin Watson. Gretl 8 - Test de Durbin Watson

 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

 P values for normal, t (Student), chi-squared, F, and the Durbin-Watson

P values for normal, t (Student), chi-squared, F, and the Durbin-Watson

 first-order autocorrelation as an alternative to the Durbin-Watson test.

first-order autocorrelation as an alternative to the Durbin-Watson test.

Durbin-Watson D Statistic 0.659. First Order Autocorrelation 0.631

Durbin-Watson D Statistic 0.659. First Order Autocorrelation 0.631

Durbin-Watson test for autocorrelation

Durbin-Watson test for autocorrelation

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