similar to: help with durbin.watson

Displaying 20 results from an estimated 6000 matches similar to: "help with durbin.watson"

2009 Aug 05
2
Durbin-Watson
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
2009 Aug 03
1
Comparison of Output from "dwtest" and "durbin.watson"
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")
2002 Apr 19
4
Durbin-Watson test in packages "car" and "lmtest"
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
2011 Aug 12
1
Which Durbin-Watson is correct? (weights involved) - using durbinWatsonTest and dwtest (packages car and lmtest)
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
2004 Nov 02
2
Problems with Durbin Watson and Partial Residual Plots
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:
2007 Mar 07
2
where can I find Durbin-Waston test tables for Confidence Level 2.5% or 0.5%?
Hi all, I am doing a two-sided DW test: H0: rho = 0 H1: rho =/= 0 My understanding is that most test statistics tables are one-sided. It's the way they created the table. So from online, by doing Googling, I found a bunch of DW tables for Confidence Level 5%. Those tables can answer my two-sided question at 5x2 = 10% confidence level. But what if I want two-sided test at 1% and 5%
2004 Apr 16
2
regression and dw
Dear R People: Suppose we have a regression model that we will call y.lm We run the Durbin Watson test for autocorrelation and we find that there is positive autocorrelation, and phi = 0.72, say. What is our next step, please? Do we calculate the following yprime_t = y_t - 0.72y_t-1, x1prime_t = x1_t - 0.72x1_t-1, and so on, and re-fit the linear mode? I haven't done this in a while.
2008 Mar 20
5
time series regression
Hi Everyone, I am trying to do a time series regression using the lm function. However, according to the durbin watson test the errors are autocorrelated. And then I tried to use the gls function to accomodate for the autocorrelated errors. My question is how do I know what ARMA process (order) to use in the gls function? Or is there any other way to do the time series regression in R? I highly
2005 May 19
1
Calculation of Durbin-Watson p-value
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]]
2013 Nov 25
2
Durbin Watson Test Bound in R
Hi, How could I use R to check Durbin Watson Test Bound? Best, Rebecca
2004 Jul 21
2
Testing autocorrelation & heteroskedasticity of residuals in ts
Hi, I'm dealing with time series. I usually use stl() to estimate trend, stagionality and residuals. I test for normality of residuals using shapiro.test(), but I can't test for autocorrelation and heteroskedasticity. Is there a way to perform Durbin-Watson test and Breusch-Pagan test (or other simalar tests) for time series? I find dwtest() and bptest() in the package lmtest, but it
2001 Jun 21
2
Durbin Watson stat for ser. corr
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
1998 Dec 16
0
durbin-watson-test
Hello everyone, a simple quaestion: Are there regression diagnostics for autocorrelation like the durbin-watson-test in R? Wouldn't this be usefull? CHRISTOPH ********************************************************* Christoph Kalinowski Catholic University of Eichstaett Department of Business Administration Auf der Schanz 49 D-85049 Ingolstadt Germany Phone: (++)-841-937-1847 (my office)
2005 Jan 13
1
autocorrelation and levinson-durbin
hi, am trying to understand speex's algo. have a few questions. 1) autocorrelation: in the function, _spx_autocorr (for floating point version), there is a line ac[0] += 10; correct me if i am wrong, i suppose the addition of 10 is used to condition the autocorrelation matrix. wonder how the value of 10 is arrived at? 2) levinson durbin (LD) algo in the function _spx_lpc, i referred
1999 Dec 16
1
Durbin-Watson
Does R have a function for the Durbin-Watson test? ......................................................... Steven Scroggin scrog at lvcm.com -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body",
1999 Dec 17
1
Fw: Durbin-Watson
> Does R have a function for the Durbin-Watson test? > ......................................................... Is there a version of package lmtest for Win 9x? > Steven Scroggin > scrog at lvcm.com > -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info",
2010 Apr 17
2
interpreting acf plot
Hello, I am attending a course in Computational Statistics at ETH and in one of the assignments I am asked to prove that a time series is not autocorrelated using the R function "acf". I tried out the acf function with the given data, according to what I found here: http://landshape.org/enm/options-for-acf-in-r/ this test data does not look IID but rather shows some trends so how can I
2011 Jun 08
1
Autocorrelation in R
Hi, I am trying to learn time series, and I am attending a colleague's course on Econometrics. However, he uses e-views, and I use R. I am trying to reproduce his examples in R, but I am having problems specifying a AR(1) model. Would anyone help me with my code? Thanks in advance! Reproducible code follows: download.file("https://sites.google.com/a/proxima.adm.br/main/ex_32.csv
2001 Nov 21
2
dw statistic
Hello Uwe First, I want to thank you for spending your time replying to my mail. I'm very impressed with the speed that my question was answered. I'm new at R (about two weeks) and reading your mail made me realize that it was indeed a question of vectors of different lengths. I thinked that I could create a function ("carfun") without creating a "x" vector, since
2005 Apr 30
1
Test for autocorrelation in nlme model
Dear all, I am fitting a nonlinear mixed-effects model from a balanced panel of data using nlme. I would like to know whay would be the best options for formally testing for autocorrelation. Is it possible to carry out a Durbin-Watson test on a nlme object? As far as I've seen, I think the durbin.watson function from the car package just works on lm objects. Thank you very much, Antonio