Durbin-Watson tables. The conventional Durbin-Watson tables are also not applicable when a lagged dependent variable appears among the regressors. Durbin has proposed alternative test procedures for this case. Statisticians have compiled Durbin-Watson tables from some special cases, including:

The following table provides the critical values for the Durbin-Watson Test for a given sample size (n), number of independent variables (k), and alpha level.

Durbin-Watson Table of critical values (lower and upper bounds) for values of alpha = .01 and .05. This table is used to test for autocorrelation.

2023年1月17日 · The following table provides the critical values for the Durbin-Watson Test for a given sample size (n), number of independent variables (k), and alpha level.

4 Appendix A Table A-1 Models with an intercept (from Savin and White) Durbin-Watson Statistic: 1 Per Cent Significance Points of dL and dU k’ *=1 *k’ is the number of regressors excluding the intercept

2023年6月7日 · The following table provides the critical values for the Durbin-Watson Test for a given sample size (n), number of independent variables (k), and level of significance (α). This one is for α = 0.01:

bounds for critical values of the durbin-watson statistic 1% significance points of ql and qu Λ = 2 Λ = 3 Λ = 4 Λ = 5 Λ = 6 n ql qu ql qu ql qu ql qu ql qu 15 0. ...