dwstat¶
Purpose¶
Computes the Durbin-Watson statistic.
Format¶
-
dw =
DWstat(resid)¶ - Parameters:
resid (Tx1 vector) – Residuals.
- Returns:
dw (Scalar) – Durbin-Watson statistic.
Examples¶
// 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
Source¶
fgls.src