# pdwtest

##### Durbin--Watson Test for Panel Models

Test of serial correlation for (the idiosyncratic component of) the errors in panel models.

- Keywords
- htest

##### Usage

`pdwtest(x, ...)`# S3 method for panelmodel
pdwtest(x, ...)

# S3 method for formula
pdwtest(x, data, ...)

##### Arguments

- x
an object of class

`"panelmodel"`

or of class`"formula"`

,- …
further arguments to be passed on to

`dwtest`

, e.g.`alternative`

, see`lmtest::dwtest()`

for further details.- data
a

`data.frame`

,

##### Details

This Durbin--Watson test uses the auxiliary model on
(quasi-)demeaned data taken from a model of class `plm`

which may
be a `pooling`

(the default), `random`

or `within`

model. It
performs a Durbin--Watson test (using `dwtest`

from package
lmtest on the residuals of the (quasi-)demeaned model,
which should be serially uncorrelated under the null of no serial
correlation in idiosyncratic errors. The function takes the
demeaned data, estimates the model and calls `dwtest`

. Thus, this
test does not take the panel structure of the residuals into
consideration; it shall not be confused with the generalized
Durbin-Watson test for panels in `pbnftest`

.

##### Value

An object of class `"htest"`

.

##### References

DURB:WATS:50plm

DURB:WATS:51plm

DURB:WATS:71plm

WOOL:02plm

WOOL:10plm

##### See Also

`lmtest::dwtest()`

for the Durbin--Watson test
in lmtest, `pbgtest()`

for the analogous
Breusch--Godfrey test for panel models,
`lmtest::bgtest()`

for the Breusch--Godfrey test for
serial correlation in the linear model. `pbltest()`

,
`pbsytest()`

, `pwartest()`

and
`pwfdtest()`

for other serial correlation tests for
panel models.

For the Durbin-Watson test generalized to panel data models see
`pbnftest()`

.

##### Examples

```
# NOT RUN {
data("Grunfeld", package = "plm")
g <- plm(inv ~ value + capital, data = Grunfeld, model="random")
pdwtest(g)
pdwtest(g, alternative="two.sided")
## formula interface
pdwtest(inv ~ value + capital, data=Grunfeld, model="random")
# }
```

*Documentation reproduced from package plm, version 2.2-5, License: GPL (>= 2)*