Testing For Serial Correlation In Least Squares Regression I. I Thus z In - XXX-1 X XP In - XXX- XI e Me say. II Biometrika Volume 38 Issue 1.
160 Testing for serial correlation in least squares regression. It is found that approximations suggested. If we perform a regression analysis using.
L0 is based on the Durbin-Watson statistic L.
DAGENAIS Universitde Montrl Montrl Quec Canada H3C 3J7 Received October 1983 final version received October 1984 We study two Durbin-Watson type tests for serial correlation of errors in regression. Eε i ε ih 0 where h 0. TESTING FOR SERIAL CORRELATION IN LEAST SQUARES REGRESSION. However the Durbin-Watson statistic is only suitable for ordered time or spatial series.
