Durbin-Watson Statistic Calculator — Formel

## Durbin-Watson Test

**DW = Sum(et - et-1)^2 / Sum(et^2)**

DW near 2 = no autocorrelation. DW < 2 = positive, DW > 2 = negative.

Lösungsbeispiel

Sum diff sq=45, sum e sq=50.

  1. DW = 0.90
  2. Positive autocorrelation