Re: [R] Durbin Watson stat for ser. corr

From: Prof Brian D Ripley (ripley@stats.ox.ac.uk)
Date: Fri 22 Jun 2001 - 16:30:32 EST

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Message-ID: <Pine.GSO.4.31.0106220729290.15487-100000@auk.stats>

On Thu, 21 Jun 2001, Erin Hodgess wrote:

> Dear R People:
>
> Do any of the linear model or regression function calculate the
> Durbin-Watson test statistic for serial correlation, please?
>
> I found the hat matrix, studentized residuals, and so on,
> but no D-W.
>
> Thanks so much!

Package CAR (in Devel on CRAN) by John Fox has this.

-- 
Brian D. Ripley,                  ripley@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
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