A NOTE ON APPROXIMATING THE DISTRIBUTION OF THE DURBIN‐WATSON STATISTIC

Mukhtar M. Ali

Journal of Time Series Analysis, 1983, vol. 4, issue 4, 217-220

Abstract: Abstract. This note considers approximating the distribution of the d statistic proposed by Durbin and Watson (1950,1951) by four‐parameter Pearson distribution. It is shown that the approximations are remarkably close to the exact distributions for four sets of published data considered by Durbin and Watson (1971).

Date: 1983
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