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Home MathPack Statis Functions DurbinWatsonCrit5pct  
See also: DurbinWatson  
DurbinWatsonCrit5pct 

The function DurbinWatsonCrit5pct calculates the critical values of the DurbinWatson test at the 5% significance level. The parameters NData and NParam specify the number of data points (valid range: 6 to 2000) and the number of involved variables (valid range: 1..20, NParam=1 corresponds to a line, i.e. y = kx + d). The function returns the two critical limits dLower and dUpper which are accurate to at least 4 decimal places. 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. The function returns TRUE if the parameters are within valid ranges.
