Test of serial correlation for (the idiosyncratic component of) the errors in panel models.
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an object of class
further arguments to be passed on to
This Durbin–Watson test uses the auxiliary model on
(quasi-)demeaned data taken from a model of class
plm which may
pooling (the default),
within model. It
performs a Durbin–Watson test (using
dwtest from package
lmtest on the residuals of the (quasi-)demeaned model,
which should be serially uncorrelated under the null of no serial
correlation in idiosyncratic errors. The function takes the
demeaned data, estimates the model and calls
dwtest. Thus, this
test does not take the panel structure of the residuals into
consideration; it shall not be confused with the generalized
Durbin-Watson test for panels in
An object of class
lmtest::dwtest() for the Durbin–Watson test
pbgtest() for the analogous
Breusch–Godfrey test for panel models,
lmtest::bgtest() for the Breusch–Godfrey test for
serial correlation in the linear model.
pwfdtest() for other serial correlation tests for
For the Durbin-Watson test generalized to panel data models see
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