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Durbin H: Predetermined Variable / Lagged Dependent Variable

Use the Durbin-H statistic whenever one of the independent variables is a lagged dependent variable.  The unadjusted D-W coefficient is unreliable in this case.

$    Be sure the lagged dependent variable has an L designation in the VTyp row of the spreadsheet.  Use the (L)ag command for automatic creation of a lagged variable (/ADL) .


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