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Hao Yu Commercial Scale Out IBM T.J. Watson Research Center 1101 Kitchawan Rd/Route 134, Rm 36-019 Yorktown Heights, NY 10598-0218 914-945-1854, Email: yuh@us.ibm.com ----- Forwarded by Hao Yu/Watson/IBM on 10/31/2006 09:52 AM ----- Jimi...

Hao Yu Commercial Scale Out IBM T.J. Watson Research Center 1101 Kitchawan Rd/Route 134, Rm 36-019 Yorktown Heights, NY 10598-0218 914-945-1854, Email: yuh@us.ibm.com ----- Forwarded by Hao Yu/Watson/IBM on 10/31/2006 09:52 AM ----- Jimi...

Hi, P-values in Durbin-Watson test obtained through the use of functions available in packages "lmtest" and "car" are different. The difference is quite significant. function "dwtest" in "lmtest" is much faster than "burbinwatson" in "car". Actually, you can take a nap...

Hi, I ran an experiment with 3 factors, 2 levels and 200 replications and as I want to test for residuals independence, I used Durbin-Watson in R. I found two functions (durbin.watson and dwtest) and while both are giving the same rho, the p-values are greatly differ: > durbin.watson(mod1) lag Autocorrelation D-W Statistic p-value 1 -0.04431012 2.088610 0.012 Alternative hypothesis: rho != 0 > dwtest(mod1)...

Should "dwtest" and "durbin.watson" be giving me the same DW statistic and p-value for these two fits? library(lmtest) library(car) X <- c(4.8509E-1,8.2667E-2,6.4010E-2,5.1188E-2,3.4492E-2,2.1660E-2, 3.2242E-3,1.8285E-3) Y <- c(2720,1150,1010,790,482,358,78,35) W <- 1/Y^2 fit <- lm(Y ~ X - 1) dwtest(fit,alternat...

Hi, I develop a little pice of code to perform a watson test. I try to compare the result obtain with my code and those given by the R library CircStats and it's watson(x,alpha,dist) provided function. My trouble is that I've got a set of test data (with it's watson test result) and the result given by R's watson function is not the sa...

I am trying to evaluate a model by using the commands durbin.watson and cr.plot. However, I keep getting errors that I can't figure out. A description follows. Does anyone have a hint as to what may be wrong? 1)The Durbin Watson Test. In running the command I kept getting the message "residuals include missing values" when actually this was NOT th...

...d quite a while looking at the docs, I still don't know (or have forgotten) how to replace all NA values in a matrix at once with some other value. I can do it column by column using is.na(), but I can't figure out how to do it for the whole matrix. My apologies, I am ashamed ;-) Michael Watson Head of Informatics Institute for Animal Health, Compton Laboratory, Compton, Newbury, Berkshire RG20 7NN UK Phone : +44 (0)1635 578411 ext. 2535 Mobile: +44 (0)7990 827831 E-mail: michael.watson at bbsrc.ac.uk

Sir,   I am unable to get the source code for Durbin-Watson test, as I want to calculate the p-value for Durbin Watson statistic using interpolation method. I sent this mail to r-help, but it was rejected, please suggest me some way. I will be highly greatful to you. Thanks in advance Ramesh [[alternative HTML version deleted]]

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Hi, How could I use R to check Durbin Watson Test Bound? Best, Rebecca

...6] 1600 1700 1800 1900 2000 2100 2200 2300 2400 2500 I'd like to plot the points and calculate a curved line of best fit. I know I need to use nls(), but I'm unsure how to begin....any pointers? Cheers, Nathan - -- - -------------------------------------------------------- Dr. Nathan S. Watson-Haigh OCE Post Doctoral Fellow CSIRO Livestock Industries Queensland Bioscience Precinct St Lucia, QLD 4067 Australia Tel: +61 (0)7 3214 2922 Fax: +61 (0)7 3214 2900 Web: http://www.csiro.au/people/Nathan.Watson-Haigh.html - -------------------------------------------------------- -----BEGIN PGP...

Dear R-devel, I had attempted to compile r-devel (dated Oct. 31, 2001) on WinNT with link to ATLAS, with mostly success. However, when I tried the following, I got a visit from Dr. Watson: R : Copyright 2001, The R Development Core Team Version 1.4.0 Under development (unstable) (2001-10-31) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type `license()' or `licence()' for distribution details. R is...

...it below - but I need it in this form, and it works). I regress Y onto X1 through X11 - first without weights, then with weights: regtest1<-lm(Y~., data=mysample[-13])) regtest2<-lm(Y~., data=mysample[-13]),weights=mysample$weight) summary(regtest1) summary(regtest2) Then I calculate Durbin-Watson for both regressions using 2 different packages: library(car) library(lmtest) durbinWatsonTest(regtest1)[2] dwtest(regtest1)$stat durbinWatsonTest(regtest2)[2] dwtest(regtest2)$stat When there are no weights, the Durbin-Watson statistic is the same. But when there are weights, 2 packages give D...

..."2" "2" "4" "2" "1" "2" "2" "1" "2" "2" "1" "2" "2" Cheers, Nathan -- -------------------------------------------------------- Dr. Nathan S. Watson-Haigh OCE Post Doctoral Fellow CSIRO Livestock Industries University Drive Townsville, QLD 4810 Australia Tel: +61 (0)7 4753 8548 Fax: +61 (0)7 4753 8600 Web: http://www.csiro.au/people/Nathan.Watson-Haigh.html

...,])], type="l") Ideally I would like the x-axis labels to reflect the new order of the columns, but they're still numbered 1:38... I've read the plot() docs and the par() docs and can't figure it out - I know I'm missing something obvious, but what? Cheers Mick Michael Watson Head of Informatics Institute for Animal Health, Compton Laboratory, Compton, Newbury, Berkshire RG20 7NN UK Phone : +44 (0)1635 578411 ext. 2535 Mobile: +44 (0)7990 827831 E-mail: michael.watson at bbsrc.ac.uk

On 9/17/18 4:41 PM, Nir Soffer wrote: > The FreeBSD version: > > #define IS_ALIGNED <http://fxr.watson.org/fxr/ident?i=IS_ALIGNED>(n > <http://fxr.watson.org/fxr/ident?i=n>,align) (!((uint32_t)(n > <http://fxr.watson.org/fxr/ident?i=n>) & (align - 1))) > > http://fxr.watson.org/fxr/source/contrib/ncsw/inc/ncsw_ext.h#L182 Which truncates to 32 bits. But that'...

Dear R People: Do any of the linear model or regression function calculate the Durbin-Watson test statistic for serial correlation, please? I found the hat matrix, studentized residuals, and so on, but no D-W. Thanks so much! Sincerely, Erin M. Hodgess, Ph.D. Associate Professor Department of Computer and Mathematical Sciences University of Houston - Downtown One Main Street Houston, T...

I would like to do the Durban-Watson test on a time series of log returns. 2 questions: 1) If I am just trying to find out if there is serial correlation, what do I do for the residuals? there is no model, so do I just use the log returns (time series) itself? 2) what is the code in R to accomplish this? Regards [[alternat...

Hi, I have two time series, y and x. Diff(y) and Diff(x) both show no autocorrelation. But durbin.watson(lm(Diff(y)~lag(Diff(x),k=-4)) gives a DW value of zero. How come the residule is autocorrelated while Diff(y) and Diff(x) are not? Does anyone know if in my case a DW of zero indicates serial correlation, or is it telling me that the DW statistics is not the appropriate statistics to use here? Tha...