DWATSON: MATLAB module to calculate Durbin-Watson statistic and significance

Ludwig Kanzler (ludwig.kanzler@chch.oxon.org)

Statistical Software Components from Boston College Department of Economics

Abstract: DWATSON(SERIES) computes the Durbin-Watson statistic d of serial correlation and the significance level, if any, at which the null hypothesis d=2 is rejected against either of the one-sided alternatives (but not both!), using both upper-bound and lower-bound critical values.

Language: MATLAB
Date: 1998-04-06, Revised 2005-05-06
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http://fmwww.bc.edu/repec/bocode/d/dwatson.m program code (text/plain)

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