[R] Durbin-Watson

[John Fox]

Dear Dimitri,

There's also dwtest() in the lmtest package, which is limited to the
first-order DW statistic, but computes the p-value without simulation.

Regards,
 John

--------------------------------
John Fox
Senator William McMaster 
  Professor of Social Statistics
Department of Sociology
McMaster University
Hamilton, Ontario, Canada
web: socserv.mcmaster.ca/jfox


> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org]
On
> Behalf Of Dimitri Liakhovitski
> Sent: March-09-10 8:20 PM
> To: r-help
> Subject: Re: [R] Durbin-Watson
> 
> Never mind - I think I found it in "car" package.
> 
> On Tue, Mar 9, 2010 at 8:08 PM, Dimitri Liakhovitski <ld7631 at gmail.com>
> wrote:
> > Hello!
> >
> > I have run a regression using lm.
> > However, my data points are actually for different dates (weeks). How
> > could I calculate Durbin-Watson statistic for my regression model?
> > Thank you!
> >
> > D.
> >
> > --
> > Dimitri Liakhovitski
> > Ninah.com
> > Dimitri.Liakhovitski at ninah.com
> >
> 
> 
> 
> --
> Dimitri Liakhovitski
> Ninah.com
> Dimitri.Liakhovitski at ninah.com
> 
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