English, Article edition: DWATSON: MATLAB module to calculate Durbin-Watson statistic and significance Ludwig Kanzler

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Bookmark: http://trove.nla.gov.au/version/175853
Physical Description
  • code
Language
  • English

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Title
  • DWATSON: MATLAB module to calculate Durbin-Watson statistic and significance
Author
  • Ludwig Kanzler
Physical Description
  • code
Notes
  • DWATSON(SERIES) computes the Durbin-Watson statistic d of serial correlation and the significance level, if any, at which the null hypothesis d=​2 is rejected against either of the one-sided alternatives (but not both!), using both upper-bound and lower-bound critical values.
  • RePEc:boc:bocode:t850802
Language
  • English
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