Hello, I am solving an example of Design of experiments of a variable (DCA).
It turns out that, on having applied logarithmic transformations, durbin watson throws a similar value, being the different graph
library(lmtest)
tb = data.frame("treat" = factor(x = c(rep(1:5, c(4,4,4,4,4)), labels...
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...
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...
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...
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...
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...
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...
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...
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...