Econometrics: Durbin Watson Statistic What is the Durbin Watson Statistic? The Durbin Watson statistic is a test statistic to detect autocorrelation in the residuals from a regression analysis. It is named after professor James Durbin, a British statistician and econometrician, and Geoffrey Stuart Watson, an Australian statistician. How to Calculate the Durbin Watson Statistic The hypotheses followed for the Durbin Watson statistic: H(0) = First-order autocorrelation does not exist. H(1) = First
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Econometrics: Durbin Watson Statistic What is the Durbin Watson Statistic? The Durbin Watson statistic is a test statistic to detect autocorrelation in the residuals from a regression analysis. It is named after professor James Durbin, a British statistician and econometrician, and Geoffrey Stuart Watson, an Australian statistician. How to Calculate the Durbin Watson Statistic The hypotheses followed for the Durbin Watson statistic: H(0) = First-order autocorrelation does not exist. H(1) = First
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