dwtest
Durbin-Watson test with linear regression model object
Description
returns the p-value of the Durbin-Watson Test on the residuals of the linear regression model p
= dwtest(mdl
)mdl
. The null hypothesis is that the residuals are uncorrelated, and the alternative hypothesis is that the residuals are autocorrelated.
Examples
Input Arguments
Output Arguments
More About
References
[1] Durbin, J., and G. S. Watson. "Testing for Serial Correlation in Least Squares Regression I." Biometrika 37, pp. 409–428, 1950.
[2] Farebrother, R. W. Pan's "Procedure for the Tail Probabilities of the Durbin-Watson Statistic." Applied Statistics 29, pp. 224–227, 1980.
Extended Capabilities
Version History
Introduced in R2012a