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.

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Formula:

Durbin Watson Test Statistic = Σ{t=2 to 20}(et-et-1)² / Σ{t=1 to 20}et² 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

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