On Mon, 25 Nov 2013, MaXiaoyue wrote:
Hi,
How could I use R to check Durbin Watson Test Bound?
Although the bounds approach to the Durbin-Watson test is still described
in many text books, there are actually various ways to get p-values for
the Durbin-Watson statistic. dwtest() in "lmtest" implements the exact
p-value (assuming normal disturbances) as well as the asymptotic
approximation. durbinWatsonTest() in "car" implements a bootstrap approach
(that is also applicable to lags higher than 1).
Best,
Rebecca
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