Durbin-Watson Statistic Calculator

Detect autocorrelation in regression residuals.

Sum of (et - et-1) squared

Sum of et squared

Durbin-Watson Statistic

0.900000

Approx Autocorrelation0.5500

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

公式

## Durbin-Watson Test **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.

Good DW value?

Close to 2 means no autocorrelation.

What causes autocorrelation?

Omitted variables or incorrect model form.

Fix?

Add lagged variables or use GLS.

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