DurbinWatson: 'DurbinWatson'

Description Usage Arguments Details

View source: R/regressiondiagnostics.R

Description

DurbinWatson

Usage

1
DurbinWatson(model, n.permutations = 1000, seed = 123)

Arguments

model

A 'Regression' model.

n.permutations

Number of permutations used in computing the p-value.

seed

The random nmber seed.

Details

Computes the Durbin-Watson statistic. A permutation test is used for computing the p-value. Tests to a lag of 1 (two-sided).

Durbin, J., Watson, G. S. (1950). 'Testing for Serial Correlation in Least Squares Regression, I'. Biometrika 37, (pp. 3 - 4.


NumbersInternational/flipRegression documentation built on April 12, 2018, 2:50 a.m.