Durbin Watson Test Statistic Calculator

Durbin Watson statistic is a test named after James Durbin and Geoffrey Watson. It is a test statistic used to identify the autocorrelation between the values in residuals from the regression analysis. The test statistic of Durbin-Watson would always lie between 0 and 4. Use the online Durbin Watson test calculator to find the test static by entering the number of observations and their values.

Durbin Watson statistic is a test named after James Durbin and Geoffrey Watson. It is a test statistic used to identify the autocorrelation between the values in residuals from the regression analysis. The test statistic of Durbin-Watson would always lie between 0 and 4. Use the online Durbin Watson test calculator to find the test static by entering the number of observations and their values.

Code to add this calci to your website  Formula:

Durbin Watson Test Statistic = Σ{t=2 to 20}(et-et-1)Â² / Σ{t=1 to 20}etÂ² Where, et = Observation value

Durbin Watson test statistic value 2 indicates that there is no autocorrelation in the given sample.

Example

If there are 5 observations, and the observation values are e1 = 2, e2 = 5, e3 = 7, e4 = 9, e5 = 10, then
Durbin Watson Statistic = [(10-9)^2 + (9-7)^2+ (7-5)^2 + (5-2)^2] / (2^2 + 5^2 + 7^2 + 9^2 + 10^2)
=0.0695