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}} .