In statistics, the Durbin–Watson statistic is a test statistic used to detect the presence of autocorrelation (a relationship between values separated from each other by a given time lag) in the residuals (prediction errors) from a regression analysis. It is named after James Durbin and Geoffrey Watson. The small sample distribution of this ratio was derived by John von Neumann (von Neumann, 1941).
The AUTOREG Procedure
The Birth of Probability and Statistics The original idea of statistics was the collection of information about and for the state. The word statistics derives.
Encyclopedia Entry. Unit of Analysis Karen J. Long. A unit of analysis is the most basic element of a scientific research project.
Encyclopedia Entry. Dichotomous Variables Timothy M. Hagle. A dichotomous variable is one that takes on one of only two possible values when observed or.
- Computing and interpreting the Durbin–Watson statistic. If e t is the residual associated with the observation at time t, then the test statistic is.
- Title: Serial Correlation Author: Unknown User Created Date: 12/2/2002 :23 AM Document presentation format: On-screen Show Company: James Madison University.
- Background. The Breusch–Godfrey serial correlation LM test is a test for autocorrelation in the errors in a regression model. It makes use of the residuals from the.
- Page 6 MODEL tcst_tot tsur_tot age los /vif tolerance collinoint; TITLE Test for Multicollinearity ; QUIT; CONSEQUENCES OF MULTICOLLINEARITY.
- PROC AUTOREG assigns a name to each table it creates. You can use these names to reference the table when using the Output Delivery System ODS to select tables and.
PROC AUTOREG assigns a name to each table it creates. You can use these names to reference the table when using the Output Delivery System (ODS) to select tables and create output data sets. These names are listed in the Table 8.2. Table 8.2 ODS Tables Produced in PROC AUTOREG ODS Table Name Description Option ODS Tables Created by the MODEL Statement