Durbin-Watson Test

From GM-RKB
(Redirected from Durbin–Watson Test)
Jump to navigation Jump to search

A Durbin-Watson Test is a statistical test used to detect the presence of autocorrelation in the residuals from a regression analysis .



References

2016

A similar assessment can be also carried out with the Breusch–Godfrey test and the Ljung–Box test.