dwstat¶

Purpose¶

Computes the Durbin-Watson statistic.

dw = DWstat(resid)¶

Parameters:	resid (Tx1 vector) – Residuals.
Returns:	dw (Scalar) – Durbin-Watson statistic.

// Generate random residuals
rndseed 8098;
resid = rndn(150, 1);

// Calculate DW statistic
dw = DWstat(resid);

The code above computes the following statistic:

dw = 2.1413366

fgls.src