Logo

scikits.statsmodels.stats.stattools.durbin_watson

scikits.statsmodels.stats.stattools.durbin_watson(resids)[source]

Calculates the Durbin-Watson statistic

Parameters :

resids : array-like

Returns :

Durbin Watson statistic. This is defined as :

sum_(t=2)^(T)((e_t - e_(t-1))^(2))/sum_(t=1)^(T)e_t^(2) :

Previous topic

sm.stats.moment_helpers.mvsk2mnc

Next topic

sm.stats.stattools.jarque_bera

This Page