Michael wrote:
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% confidence level?
Then I need 0.5% and 2.5% tables on those one-sided table.
My sample size is 278, and the number of parameters is 2, these adds to the
hardship of finding a good table...
Could anybody give me some pointers of two-sided DW tables or 1-sided DW
table with 0.5% and 2.5% confidence levels?
Thanks a lot!
Moreover, I appreciate any pointers about electronic tables that I can use
in programs, I want to implement DW test myself, but let the program
searching a table automatically...
Are you aware of the implementations of this test in the car, lmtest,
and fMultivar packages?
RSiteSearch(Durbin-Watson, restrict=function) finds those functions.
Thanks a lot!
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