Durbin-Watson Statistic

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1 total messages Started by Erik Schoenfeld Fri, 18 Dec 1992 16:14

#769

Author: Erik Schoenfeld
Date: Fri, 18 Dec 1992 16:14

11 lines
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>>> Does anyone have a program to compute the Durbin-Watson test statistic?

>> Rats does compute the Durbin-Watson test statistic.

> So does SAS, SHAZAM, LIMDEP, TSP, just about any other econometrics
> package...

Thank you for your answers, but I'd like to rephrase the question:

Does anyone have source code to compute the Durbin-Watson test statistic?
Any popular high-level language will do. Thanks again.

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