Durbin-Watson检验计算器
计算Durbin-Watson统计量，检测回归模型残差中的自相关性，判断误差项是否满足独立性假设。
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.
计算示例
Sum diff sq=45, sum e sq=50.
- 01DW = 0.90
- 02Positive autocorrelation
常见问题
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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