subject:"\[R\] help with durbin.watson"

Re: [R] help with durbin.watson

2008-07-28 Thread John Fox

rio, Canada web: socserv.mcmaster.ca/jfox > -Original Message- > From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On > Behalf Of tom soyer > Sent: July-27-08 4:33 PM > To: r-help@r-project.org > Subject: [R] help with durbin.watson > > Hi, > > I have two time s

[R] help with durbin.watson

2008-07-27 Thread tom soyer

Hi, I have two time series, y and x. Diff(y) and Diff(x) both show no autocorrelation. But durbin.watson(lm(Diff(y)~lag(Diff(x),k=-4)) gives a DW value of zero. How come the residule is autocorrelated while Diff(y) and Diff(x) are not? Does anyone know if in my case a DW of zero indicates serial c