Teste de Durbin-Watson — Formula
Durbin-Watson Test
DW = Sum(et - et-1)^2 / Sum(et^2)
DW near 2 = no autocorrelation. DW < 2 = positive, DW > 2 = negative.
Exemplo Resolvido
Sum diff sq=45, sum e sq=50.
- DW = 0.90
- Positive autocorrelation
DW = Sum(et - et-1)^2 / Sum(et^2)
DW near 2 = no autocorrelation. DW < 2 = positive, DW > 2 = negative.
Sum diff sq=45, sum e sq=50.