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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 while the latter trying to calculated Durbin-Watson test. My question

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

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,alternative="two.sided")

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 same. Is there anybody who knows witch function

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 the case. Example:

OK, dumb question, and it is probably in the docs somewhere, but after 12 months working with R and 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

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

-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 I have the following data: > y [1] 0.000 0.004 0.008 0.016 0.024 0.032 0.044 0.064 0.072 0.088 0.108 0.140 [13] 0.156 0.180 0.208 0.236 0.264 0.296 0.320 0.360 0.408 0.444 0.472 0.524 [25] 0.576 > x [1] 100 200 300 400 500 600 700 800 900 1000 1100 1200 1300 1400 1500 [16] 1600 1700 1800 1900 2000 2100 2200 2300 2400 2500 I'd

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

Hello! I have a data frame mysample (sorry for a long way of creating 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

This must be easy to do..... I have a vector and a lookup data.frame: > v [1] "5" "234" "234" "42-43" "234" "42-43" "234" "234" "42-43" "234" "5" "234" "234" "5" "234" "234" "5"

Hi First a simple question to do with plot(). How do I change the x-axis labels on a plot? For example, I am plotting each row of a matrix, and I want each row to be a line on my graph. Simple really. Eg: plot(sg[1,], type="l") When I do this, the x-axis is labelled 1:38, as I have 38 columns in my matrix. When I do: plot(sg[1,order(sg[1,])], type="l") Ideally I would

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

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, TX 77002

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 [[alternative HTML version deleted]]

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?