[R] Comparison of Output from "dwtest" and "durbin.watson"
Tom La Bone
booboo at gforcecable.com
Mon Aug 3 02:22:50 CEST 2009
Should "dwtest" and "durbin.watson" be giving me the same DW statistic and
p-value for these two fits?
library(lmtest)
library(car)
X <- c(4.8509E-1,8.2667E-2,6.4010E-2,5.1188E-2,3.4492E-2,2.1660E-2,
3.2242E-3,1.8285E-3)
Y <- c(2720,1150,1010,790,482,358,78,35)
W <- 1/Y^2
fit <- lm(Y ~ X - 1)
dwtest(fit,alternative="two.sided")
durbin.watson(fit,alternative="two.sided")
fit <- lm(Y ~ X - 1,weights=W)
dwtest(fit,alternative="two.sided")
durbin.watson(fit,alternative="two.sided")
Tom
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