Dear Dimitri, There's also dwtest() in the lmtest package, which is limited to the first-order DW statistic, but computes the p-value without simulation.
Regards, John -------------------------------- John Fox Senator William McMaster Professor of Social Statistics Department of Sociology McMaster University Hamilton, Ontario, Canada web: socserv.mcmaster.ca/jfox > -----Original Message----- > From: [email protected] [mailto:[email protected]] On > Behalf Of Dimitri Liakhovitski > Sent: March-09-10 8:20 PM > To: r-help > Subject: Re: [R] Durbin-Watson > > Never mind - I think I found it in "car" package. > > On Tue, Mar 9, 2010 at 8:08 PM, Dimitri Liakhovitski <[email protected]> > wrote: > > Hello! > > > > I have run a regression using lm. > > However, my data points are actually for different dates (weeks). How > > could I calculate Durbin-Watson statistic for my regression model? > > Thank you! > > > > D. > > > > -- > > Dimitri Liakhovitski > > Ninah.com > > [email protected] > > > > > > -- > Dimitri Liakhovitski > Ninah.com > [email protected] > > ______________________________________________ > [email protected] mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ [email protected] mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
