# durbinWatsonTest

##### Durbin-Watson Test for Autocorrelated Errors

Computes residual autocorrelations and generalized Durbin-Watson
statistics and their bootstrapped p-values. `dwt`

is an
abbreviation for `durbinWatsonTest`

.

- Keywords
- regression, ts

##### Usage

`durbinWatsonTest(model, ...)`dwt(...)

# S3 method for lm
durbinWatsonTest(model, max.lag=1, simulate=TRUE, reps=1000,
method=c("resample","normal"),
alternative=c("two.sided", "positive", "negative"), ...)

# S3 method for default
durbinWatsonTest(model, max.lag=1, ...)

# S3 method for durbinWatsonTest
print(x, ...)

##### Arguments

- model
a linear-model object, or a vector of residuals from a linear model.

- max.lag
maximum lag to which to compute residual autocorrelations and Durbin-Watson statistics.

- simulate
if

`TRUE`

p-values will be estimated by bootstrapping.- reps
number of bootstrap replications.

- method
bootstrap method:

`"resample"`

to resample from the observed residuals;`"normal"`

to sample normally distributed errors with 0 mean and standard deviation equal to the standard error of the regression.- alternative
sign of autocorrelation in alternative hypothesis; specify only if

`max.lag = 1`

; if`max.lag > 1`

, then`alternative`

is taken to be`"two.sided"`

.- …
arguments to be passed down.

- x
`durbinWatsonTest`

object.

##### Value

Returns an object of type `"durbinWatsonTest"`

.

##### Note

p-values are available only from the `lm`

method.

##### References

Fox, J. (2008)
*Applied Regression Analysis and Generalized Linear Models*, Second Edition. Sage.

##### Examples

`library(car)`

```
durbinWatsonTest(lm(fconvict ~ tfr + partic + degrees + mconvict, data=Hartnagel))
```

*Documentation reproduced from package car, version 2.1-4, License: GPL (>= 2)*