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Autocorrelation (r) or Rho

This is the first-order autocorrelation estimate (shown on Line 20 of the regression ANOVA tab).  Whenever this coefficient is zero (no autocorrelation) the D-W statistic is about 2.0.  When a model is characterized by autocorrelation this statistic is used to create the Durbin corrected data file.  In ORS the D-W test is used to determine whether the autocorrelation Rho is significantly different from zero.  The null hypothesis states, Ho: Rho = 0.  The result of the hypothesis test is reported as: Reject, Inconclusive, or Do Not Reject.  A result of Reject is an indication of a serious problem. Inconclusive suggests that the test does not not have sufficient observations to compute a definitive result.  Do Not Reject -- autocorrelation is not a significant problem in this model.


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