Durbin-Watson Statistic Calculator

Detect autocorrelation in regression residuals.

Durbin-Watson Statistic

0.900000

Approx Autocorrelation0.5500

Durbin-Watson Statistic vs Sum of (et - et-1) squared

सूत्र देखें →

सूत्र

## Durbin-Watson Test **DW = Sum(et - et-1)^2 / Sum(et^2)** DW near 2 = no autocorrelation. DW < 2 = positive, DW > 2 = negative.

हल किया गया उदाहरण

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

  1. 01DW = 0.90
  2. 02Positive autocorrelation