Gets the Durbin-Watson statistic for the residuals of the regression.
Extreme.Numerics.Net40 (in Extreme.Numerics.Net40.dll) Version: 6.0.16073.0 (6.0.16073.0)
public double GetDurbinWatsonStatistic()
Public Function GetDurbinWatsonStatistic As Double
member GetDurbinWatsonStatistic : unit -> float
A value between 0 and 4.
The Durbin-Watson statistic is an indication of the autocorrelation of the residuals of a regression
calculation. It can take on values between 0 and 4.
A value close to zero indicates a positive autocorrelation between the residuals.
A value close to 4 indicates a negative autocorrelation between the residuals.
A value around 2 indicates there is no significant autocorrelation.
For other values, a table of critical values of the Durbin-Watson statistic should be consulted.
The exact critical value for the Durbin-Watson distribution depends on the details
of the regression problem itself and is difficult to calculate. For this reason, approximations
are used that give upper and lower bounds. If the Durbin-Watson statistic lies between
the bounds, the test is inconclusive.
Supported in: 6.0