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Meaning of DurbinWatson Statistic

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Meaning of Durbin-Watson Statistic. Dependent Variable: APRG1. Included ... R-squared 0.001232 Durbin-Watson stat 1.888259. Meaning of D-W Statistic (cont. ... – PowerPoint PPT presentation

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Title: Meaning of DurbinWatson Statistic


1
Meaning of Durbin-Watson Statistic
Dependent Variable APRG1 Included observations
1756 Variable Coefficient Std.
Error t-Statistic Prob.   C 0.000368 0.000176 2.0
90633 0.0367 EX -0.025575 0.017384 -1.471172 0.14
14 R-squared 0.001232 Durbin-Watson stat
1.888259
2
Meaning of D-W Statistic (cont.)
Dependent Variable RES Included observations
1755 Variable Coefficient Std.
Error t-Statistic Prob.   C -1.57E-06 0.000176 -0
.008960 0.9929 RES(-1) 0.055831 0.023846 2.341303
0.0193 R-squared 0.003117 Durbin-Watson
stat 1.996832
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