The SDL Component Suite is an industry leading collection of components supporting scientific and engineering computing. Please visit the SDL Web site for more information.... 
Home MathPack Statis Functions DurbinWatson  
See also: DurbinWatsonCrit5pct  
DurbinWatson 

The function DurbinWatson calculates the test statistic of the DurbinWatson test for serial correlation of the residuals of a linear regression model. The serial data to be tested are contained in the open array Residuals. The returned test statistic can be checked against their critical limits by means of the function DurbinWatsonCrit5pct, which returns two limits ( dwLower and dwUpper). The null hypothesis (there is no serial correlation) has to be rejected if the test statistic is less than dwLower, and must not be rejected if it is greater than dwUpper. If the test statistic is between dwLower and dwUpper, the DurbinWatson test is inconclusive.
