durbin-watson

  1. J

    Durbin-Watson test vs Breusch-Godfrey test

    I performed DW test (DW=4) and Godfrey test (Godfrey=4) on a small sample size (60 observations). The DW test results accept the null hypothesis (4 Pr>W value are all >0.05). However, for Godfrey test, only AR(1) accept the null hypothesis (Pr>LM value >0.05). AR(2)-AR(4) all have very small P...
  2. H

    Durbin-Watson bound dU>2.0

    Hello. I was wondering, how to interpret bounds of Durbin-Watson test (dU, dL) if dU is greater than 2.0. I know that it is an extreme case, but just want to know... For example, if n=13 and k=8 than dU=3.182, dL=0.090. 4-dU=0.818, 4-dL=3.91... Does it mean that between 0.090 and 3.190 test...
  3. R

    Durbin-Watson statistic below 2, fixed effect model

    Hello I am asking for your advice. I am working with unbalanced panel data set. Sample contains data about 11 largest Finnish insurance companies, time period is 13 years. Dependent variable is profitability indicator ratio; independent variables are concentration measured by HHI index and...
  4. S

    Question about Durbin-Watson and f stat on Anova table for linear regression output

    Hi! I am ran a linear regression test to see if one test score would predict next year's test score. I have Durbin-Watson score of 1.738. I am in the last stages of my dissertation. I had to wait a year and half for my data. So I am a little bit rusty on my stats. I wasn't sure if I had to use...
  5. F

    Durbin-Watson of 1.97

    Hi there, I ran the Durbin-Watson test for my dataset. n = 744 (sample), k = 9 (variables) My result is a DW of 1.97. SPSS does not show upper and lower d in the results section, which means: I do not know if there is evidence of no autocorrelation. How can I interpret this result...
  6. R

    How to perform Prais-Winsten autoregression in SPSS 16?

    When performing a linear regression on my dataset, Durbin-Watson was very low (0.276). I found a tutorial online suggesting to perform an Prais-Winston autocorrelation. The tutoral came with screenshots of SPSS on how to perform the analysis. The screenshots however, are from SPSS 14. I have...
  7. R

    What to do with very low Durbin-Watson?

    For 100 companies, I have collected (i) `tweets` and (ii) corporate website `pageviews` for `148` days. The tweetvolume and pageviews per day are two independent variables corpaired against the stock `trading volume` for each company, resulting in 100 x 148 = 14,800 observations. My data is...
  8. M

    Pooled cross sectional data: How to test for and handle autocorrelation?

    Hi, 1) My goal: I am making a difference-in-difference analysis to estimate the development in political efficacy for a certain group of people relative to another group. I want to test for autocorrelation and handle it (if the test shows that autocorrelation is present). 2) My data: I...