In practice, you need to test for the presence of autocorrelation. The AUTOREG procedure output is shown in Figure 8.7. In this case, the first-order Durbin-Watson test is highly significant, with p < ...
Autocorrelation is also a symptom of systematic lack of fit. The DW option provides the Durbin-Watson d statistic to test that the autocorrelation is zero: The value of d is close to 2 if the errors ...
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