# durbinWatsonTest

0th

Percentile

##### 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.

##### Aliases
• durbinWatsonTest
• dwt
• durbinWatsonTest.lm
• durbinWatsonTest.default
• print.durbinWatsonTest
##### Examples
library(car) durbinWatsonTest(lm(fconvict ~ tfr + partic + degrees + mconvict, data=Hartnagel)) 
Documentation reproduced from package car, version 2.1-4, License: GPL (>= 2)

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