Durbin–Watson statistic
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). Durbin and Watson (1950, 1951) applied this statistic to the residuals from least squares regressions, and developed bounds tests for the null hypothesis that the errors are serially uncorrelated against the alternative that they follow a first order autoregressive process. Later, John Denis Sargan and Alok Bhargava developed several von Neumann–Durbin–Watson type test statistics for the null hy
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Durbin–Watson statistic
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). Durbin and Watson (1950, 1951) applied this statistic to the residuals from least squares regressions, and developed bounds tests for the null hypothesis that the errors are serially uncorrelated against the alternative that they follow a first order autoregressive process. Later, John Denis Sargan and Alok Bhargava developed several von Neumann–Durbin–Watson type test statistics for the null hy
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Der Durbin-Watson-Test ist ein ...... ionsanalyse ungleich null ist.
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En estadística, el estadístico ...... ivo (Sargan y Bhargava, 1983).
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In statistics, the Durbin–Wats ...... y test and the Ljung–Box test.
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La statistica di Durbin-Watson ...... ames Durbin e Geoffrey Watson.
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Le test de Durbin-Watson est u ...... urbin et Geoffrey Watson (en).
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Критерий Дарбина—Уотсона (или ...... статков регрессионных моделей.
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杜宾-瓦特森统计量可以用来检测回归分析中的残差项是否存在自相 ...... dL,α和dU,α随着显著性水平α以及样本数目的变化而变化。
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Der Durbin-Watson-Test ist ein ...... ionsanalyse ungleich null ist.
@de
En estadística, el estadístico ...... orregresivo. Más tarde, John D
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In statistics, the Durbin–Wats ...... est statistics for the null hy
@en
La statistica di Durbin-Watson ...... ames Durbin e Geoffrey Watson.
@it
Le test de Durbin-Watson est u ...... urbin et Geoffrey Watson (en).
@fr
Критерий Дарбина—Уотсона (или ...... статков регрессионных моделей.
@ru
杜宾-瓦特森统计量可以用来检测回归分析中的残差项是否存在自相 ...... dL,α和dU,α随着显著性水平α以及样本数目的变化而变化。
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label
Durbin-Watson-Test
@de
Durbin–Watson statistic
@en
Estadístico de Durbin-Watson
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Statistica di Durbin-Watson
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Test de Durbin-Watson
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Критерий Дарбина — Уотсона
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杜宾-瓦特森统计量
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