[R] Durbin-Watson test in packages "car" and "lmtest"
zeileis at ci.tuwien.ac.at
Sat Apr 20 13:44:29 CEST 2002
Lu Chi-Hsien Joseph wrote:
> The difference that I found in applying Durbin-Watson test in
> "car" and "lmtest" is the latter only works for testing
> NH: rho = 0 versus AH: rho > 0.
That is true. The one-sided alternative is in my experience the one of
most interest. But I want to implement an alternative argument as in
most classical tests for the next version of lmtest. I just didn't get
round to do it.
Nevertheless, even for the same alternative there can be differences
between the p values due to the different computing techniques in
dwtest() and durbin.watson()...
> C. Joseph Lu
> Department of Statistics
> National Cheng-Kung University
> Tainan, Taiwan
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