Calculateur de la Statistique de Durbin-Watson — Formule

Durbin-Watson Test

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

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

Exemple Résolu

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

  1. DW = 0.90
  2. Positive autocorrelation