# durbin-watson

1. ### Test Durbin Watson(error independence)

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...
2. ### 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...
3. ### 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...
4. ### 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...
5. ### 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...
6. ### 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...
7. ### 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...
8. ### 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...
9. ### 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...