Durbin-Watson

DURBINWATSONTEST(DataRange,ConfidenceLevel,NewTableFlag))

• Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle DataRange} is the array of x and y values.
• Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle ConfidenceLevel} is the value of alpha from 0 to 1.
• Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle NewTableFlag} is either TRUE or FALSE. TRUE for getting results in a new cube. FALSE will display results in the same cube

Description

• This function gives the test statistic of the Durbin-Watson test.
• The test is used to detect the presence of autocorrelation in the residuals.
• Autocorrelation means that adjacent observations are correlated.
• If they are correlated, then least-squares regression underestimates the standard error of the coefficients.

Assumptions

1. The error terms are independent of each other.

• The Durbin-Watson test uses the following statistic:

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle d=\frac{\sum_{i=2}^n (e_i-e_{i-1})^2)}{\sum_{i=1}^n (e_i)^2}} .