Describes how to use the Durbin-Watson statistic for testing first-order autocorrelation in regression models in Excel. Examples and software are provided.

Durbin-Watson Table of critical values (lower and upper bounds) for values of alpha = .01 and .05. This table is used to test for autocorrelation.

2 апр. 2021 г. · This tutorial explains how to perform a Durbin-Watson test in Excel, including a step-by-step example.

Learn how to use the Durbin-Watson test in MetricGate to detect autocorrelation in residuals from regression models.

The Durbin-Watson test checks if there is autocorrelation among the residuals of a linear regression. It is available in Excel using the XLSTAT software.

The Durbin Watson statistic is a test statistic to detect autocorrelation in the residuals from a regression analysis.

The Durbin-Watson test is used to check hypothesis about absence of the first-order correlation in regressions model residuals vector.

To calculate the Durbin-Watson statistic, choose Stat > Regression > Regression > Fit Regression Model, click Results, and check Durbin-Watson statistic.

Продолжительность: 3:00
Опубликовано: 7 нояб. 2020 г.

The Durbin Watson test is a measure of autocorrelation (also called serial correlation) in residuals from regression analysis.