R help - Nov 2013 - Durbin Watson Test Bound in R

Hi,

How could I use R to check Durbin Watson Test Bound?


Best,
Rebecca

I would first enter

?RSiteSearch

at the R console, and learn how to sift through the 5000+ packages at CRAN for
myself.

Then I would enter

RSiteSearch("Durbin")

and then study the many options available.

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MaXiaoyue <xiaoyue-ma at live.cn> wrote:
>Hi,
>
>How could I use R to check Durbin Watson Test Bound?
>
>
>Best,
>Rebecca
>
>______________________________________________
>R-help at r-project.org mailing list
>https://stat.ethz.ch/mailman/listinfo/r-help
>PLEASE do read the posting guide
>http://www.R-project.org/posting-guide.html
>and provide commented, minimal, self-contained, reproducible code.

On Mon, 25 Nov 2013, MaXiaoyue wrote:
> Hi,
>
> How could I use R to check Durbin Watson Test Bound?
Although the bounds approach to the Durbin-Watson test is still described 
in many text books, there are actually various ways to get p-values for 
the Durbin-Watson statistic. dwtest() in "lmtest" implements the exact
p-value (assuming normal disturbances) as well as the asymptotic 
approximation. durbinWatsonTest() in "car" implements a bootstrap
approach
(that is also applicable to lags higher than 1).
>
> Best,
> Rebecca
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>