Table de durbin watson pdf

Table de durbin watson pdf

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Probability in Lower Tail k = Number of Regressors (Excluding the Intercept)The Durbin -Watson statistic ranges in value fromtoA value nearindicates non-autocorre lation; a value towardindicates positive autocorrelation; a value towardindicates negative autocorrelation. k = l Durbin-Watson test A test that the residuals from a linear regression or multiple regression are independent. Method: Because most regression problems involving time series data A with an intercept (from Savin and White) Durbin-Watson StatisticPer Cent Significance Points of dL and dU k’*=k’=2 Models with an intercept (from Savin and White) Durbin-Watson StatisticPer Cent Significance Points of dL and dU. T= to, K=2 to K includes intercept. k’ *=k’=k’=n dL Critical Values of the DurbinWatson Statistic. Alpha Alpha Kanji, G. K. () Statistical testsrd Ed. SAGE %PDF % âãÏÓobj /Type /XObject /Subtype /Image /Name /Ob/Width /Height /BitsPerComponent/Length /ColorSpace bounds for critical values of the durbin-watson statistic 1% significance points of ql and qu Λ =Λ =Λ =Λ =Λ =n ql qu ql qu ql qu ql qu ql qu Critical Values for the Durbin-Watson Test% Significance Level. T K dL dU SPS Home > Stats Tables > Durbin Watson Table. k = l If we choose α =, then Tablegives the critical values correspond-ing to n =and one regressor as dL = and dU = ∵ d = Durbin-Watson Statistic Probability in Table AModels with an intercept (from Savin and White) Durbin-Watson StatisticPer Cent Significance Points of dL and dU k’ *=1 *k’ is the number of regressors excluding the intercept k’=2 k’=3 k’=4 k’=5 k’=6 k’=7 k’=8 k’=9 k’=n dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU dL dU Durbin Watson test statistic% significance points of and In the following tables, n is the sample size and k is the number of independent variables. Durbin-Watson Table of critical values (lower and upper bounds) for values of alpha and This table is used to test for autocorrelation Tabel DW ini direproduksi dengan merubah format tabel mengikuti format tabel DW yang umumnya dilampirkan pada buku-buku teks statistik/ekonometrik di Indonesia, agar %PDF % âãÏÓobj /Type /XObject /Subtype /Image /Name /Ob/Width /Height /BitsPerComponent/Length /ColorSpace [ /Indexed bounds for critical values of the durbin-watson statistic 1% significance points of ql and qu Λ =Λ =Λ =Λ =Λ =n ql qu ql qu ql qu ql qu ql qu Critical Values for the Durbin-Watson Test% Significance Level. Critical Values for the Durbin-Watson Statistic (d) Level of Significance α n. Critical Values for the Durbin-Watson Statistic (d) Level of Significance α n. Because of the dependence of any computed Durbin-Watson value on the associated data matrix, exact critical values of the Durbin-Watson Durbin-Watson Table. See Autocorrelation for details. T= to, K=2 to K includes intercept. T K dL dU SPS Home > Stats Tables > Durbin Watson Table.