View source: R/durbinWatsonTest.R
durbinWatsonTest  R Documentation 
Computes residual autocorrelations and generalized DurbinWatson
statistics and their bootstrapped pvalues. dwt
is an
abbreviation for durbinWatsonTest
.
durbinWatsonTest(model, ...)
dwt(...)
## S3 method for class 'lm'
durbinWatsonTest(model, max.lag=1, simulate=TRUE, reps=1000,
method=c("resample","normal"),
alternative=c("two.sided", "positive", "negative"), ...)
## Default S3 method:
durbinWatsonTest(model, max.lag=1, ...)
## S3 method for class 'durbinWatsonTest'
print(x, ...)
model 
a linearmodel object, or a vector of residuals from a linear model. 
max.lag 
maximum lag to which to compute residual autocorrelations and DurbinWatson statistics. 
simulate 
if 
reps 
number of bootstrap replications. 
method 
bootstrap method: 
alternative 
sign of autocorrelation in alternative hypothesis; specify
only if 
... 
arguments to be passed down. 
x 

Returns an object of type "durbinWatsonTest"
.
pvalues are available only from the lm
method.
John Fox jfox@mcmaster.ca
Fox, J. (2016) Applied Regression Analysis and Generalized Linear Models, Third Edition. Sage.
durbinWatsonTest(lm(fconvict ~ tfr + partic + degrees + mconvict, data=Hartnagel))
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