Durbin-Watson - Revision history

Sahiti at 14:07, 19 August 2020

2020-08-19T14:07:18Z

Sahiti: /* ASSUMPTIONS */

2020-08-19T14:06:39Z

ASSUMPTIONS

Sahiti at 14:06, 19 August 2020

2020-08-19T14:06:24Z

Sahiti at 14:06, 19 August 2020

2020-08-19T14:06:12Z

Sahiti at 15:20, 3 May 2017

2017-05-03T15:20:01Z

Sahiti: /* Example */

2017-05-03T13:24:33Z

Example

Sahiti: /* Example */

2017-05-03T13:06:47Z

Example

Sahiti: /* Example */

2017-05-03T13:06:34Z

Example

Sahiti: /* Example */

2017-05-03T13:05:59Z

Example

Sahiti at 13:05, 3 May 2017

2017-05-03T13:05:28Z

← Older revision		Revision as of 14:07, 19 August 2020
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	\|}		\|}

−	* '''CONCLUSION:''' As, DL TABLE < D < DU TABLE, Test is inconclusive.	+	'''CONCLUSION:''' As, DL TABLE < D < DU TABLE, Test is inconclusive.

@@ Line 21: / Line 21: @@
   * '''d = 2 means there is no autocorrelation.
   * '''A value substantially below 2 means that the data is positively autocorrelated.
-  * '''A value of d substantially above 2 means that the data is negatively autocorrelated.<br></br>
+  * '''A value of d substantially above 2 means that the data is negatively autocorrelated.
 ==='''RESULT===

@@ Line 2: / Line 2: @@
 *'''<math>DataRange</math> is the array of x and y values.
 *'''<math>ConfidenceLevel</math> is the value of alpha from 0 to 1.
-*'''<math>NewTableFlag</math> is either TRUE or FALSE. TRUE for getting results in a new cube. FALSE will display results in the same cube.
+*'''<math>NewTableFlag</math> is either TRUE or FALSE. TRUE for getting results in a new cube. FALSE will display results in the same cube.<br></br>
 ==='''DESCRIPTION===

@@ Line 1: / Line 1: @@
-<div style="font-size:25px">'''DURBINWATSONTEST(DataRange,ConfidenceLevel,NewTableFlag)'''</div><br/>
+<div style="font-size:25px">'''DURBINWATSONTEST(DataRange,ConfidenceLevel,NewTableFlag)'''</div>
-*<math>DataRange</math> is the array of x and y values.
+*'''<math>DataRange</math> is the array of x and y values.
-*<math>ConfidenceLevel</math> is the value of alpha from 0 to 1.
+*'''<math>ConfidenceLevel</math> is the value of alpha from 0 to 1.
-*<math>NewTableFlag</math> is either TRUE or FALSE. TRUE for getting results in a new cube. FALSE will display results in the same cube.
+*'''<math>NewTableFlag</math> is either TRUE or FALSE. TRUE for getting results in a new cube. FALSE will display results in the same cube.
-==Description==
+==='''DESCRIPTION===
-*This function gives the test statistic of the Durbin-Watson test.
+*'''This function gives the test statistic of the Durbin-Watson test.
-* The test is used to detect the presence of autocorrelation in the residuals.
+*'''The test is used to detect the presence of autocorrelation in the residuals.
-* Autocorrelation means that adjacent observations are correlated.
+*'''Autocorrelation means that adjacent observations are correlated.
-* If they are correlated, then least-squares regression underestimates the standard error of the coefficients.
+*'''If they are correlated, then least-squares regression underestimates the standard error of the coefficients.
-==Assumptions==
+==='''ASSUMPTIONS===
-The error terms are independent of each other.
+'''The error terms are independent of each other.
-*The Durbin-Watson test uses the following statistic:
+*'''The Durbin-Watson test uses the following statistic:
-<math>d=\frac{\sum_{i=2}^n (e_i-e_{i-1})^2)}{\sum_{i=1}^n (e_i)^2}</math>
+:'''<math>d=\frac{\sum_{i=2}^n (e_i-e_{i-1})^2)}{\sum_{i=1}^n (e_i)^2}</math>
-* where the <math>e_i = y_i-\bar{y_i}</math> are the residuals.
+*'''where the <math>e_i = y_i-\bar{y_i}</math> are the residuals.
-* n is the number of elements in the sample.
+*'''n is the number of elements in the sample.
-* k is the number of independent variables.
+*'''k is the number of independent variables.
- d takes the values between 0 and 4.
+==='''RESULT===
-  * d = 2 means there is no autocorrelation.
+  * '''if D > upper bound, no correlation exists.
-  * A value substantially below 2 means that the data is positively autocorrelated.
+  * '''if D < lower bound, positive correlation exists.
-  * A value of d substantially above 2 means that the data is negatively autocorrelated.
+  * '''if D is in between the two bounds, the test is inconclusive.
-==Result==
+==='''EXAMPLE===
 {| class="wikitable"
 |+Spreadsheet
@@ Line 68: / Line 67: @@
 | 2 || 9 || 2 || 49
 |}
-=DURBINWATSONTEST([A1:A11,B1:B11,C1:C11,D1:D11],0.05,true)
+='''DURBINWATSONTEST([A1:A11, B1:B11, C1:C11, D1:D11], 0.05, true)
 {| class="wikitable"
 |+DURBIN-WATSON TEST

@@ Line 68: / Line 68: @@
 | 2 || 9 || 2 || 49
 |}
-=DURBINWATSONTEST(A1:A11,B1:B11,C1:C11,D1:D11,0.05,true)
+=DURBINWATSONTEST([A1:A11,B1:B11,C1:C11,D1:D11],0.05,true)
 {| class="wikitable"
 |+DURBIN-WATSON TEST

@@ Line 31: / Line 31: @@
 ==Example==
 {| class="wikitable"
-|+SPREADSHEET
+|+Spreadsheet
 |-
 ! !! A !! B !! C !! D