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d05d
2009 Aug 05
2
Durbin-Watson
...ata: mod1
DW = 2.0886, p-value = 0.9964
alternative hypothesis: true autocorrelation is greater than 0
durbin.watson suggests that I should reject the null hypothesis while dwtest suggests that I should NOT reject Ho.
If I look it up in the following table: http://www.stanford.edu/~clint/bench/dw05d.htm, T = 1600 and K = 8 gives dL = 1.90902 and dU = 1.92659.
Which means I should not reject Ho as DW > dU.
Is there a bug in durbin.watson? should I use dwtest instead? can somebody help me explain what is happening?
Thank you,
~ Hardi