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Durbin-Watson (d) and Durbin H

ORS computes and reports the Durbin-Watson (D-W) statistic at the 95% confidence level.  The D-W d statistic is meaningful for time series data only.

The D-W statistic tests for first-order autocorrelation in the residual error terms.  One of the regression assumptions of the OLS technique requires successive values of the residual error term to show NO discernible pattern.  A violation of this assumption occurs when successive values of the residual error term show either postive or negative autocorrelation.  When the D-W statistic is about 2.0, there is confidence that there is an absence of autocorrelation.  The hypothesis test reported by ORS is automatically computed at the 95% confidence level.


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