R help - Nov 2005 - Durbin-Watson Critical Values Tables

Hello to everyone!...

I would like to ask you if there is a way to extract the known
Durbin-Watson critical values (D_L and D_U - lower and upper limits)
within R, as we do in the DW statistic tables at the end of
Econometrics Textbooks, because packages "car" and "lmtest"
seem to
provide only the p-value (it is useful, but I  would like to have the
exact critical vaues).

Thank you very much in advance,

Tsardounis Constantine

On Mon, 28 Nov 2005, Constantine Tsardounis wrote:
> Hello to everyone!...
>
> I would like to ask you if there is a way to extract the known
> Durbin-Watson critical values (D_L and D_U - lower and upper limits)
> within R, as we do in the DW statistic tables at the end of
> Econometrics Textbooks, because packages "car" and
"lmtest" seem to
> provide only the p-value (it is useful, but I  would like to have the
> exact critical vaues).
lmtest and car do not *only* provide p values, they are able to provide a
p-value whereas using the upper and lower bounds you might obtain
inconclusive results. Hence, the p values yield more precise results!

It is not possible to provide a single table of critical values because
the null distribution depends on the regressor matrix. If you really want
to have a single critical value for a particular problem, look at the
implementations of dwtest() or durbin.watson() how to compute the full
(approximate) null distribution.

Best,
Z
> Thank you very much in advance,
>
> Tsardounis Constantine
>
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