[R] Exact distribution, dwtest

[David Barron]

The durbin.watson function in the car package "Computes residual
autocorrelations and generalized Durbin-Watson statistics and their
bootstrapped p-values."

Dave

----- Original Message -----
From: "John Janmaat" <john.janmaat at acadiau.ca>
Cc: <r-help at stat.math.ethz.ch>
Sent: Sunday, November 11, 2001 5:08 PM
Subject: [R] Exact distribution, dwtest


> Hello All,
>
> Some time ago I enquired about the Durbin-Watson statistic.  The package
> 'lmtest' calculates the statistic, but reports NA on the P value.  Is
> there a package in R that calculates the exact distribution of the 'd'
> statistic?
>
> Thanks,
>
> John.
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