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Using the Durbin-Watson (DW) test for testing time-series autocorrelation. | by Christiaan Defaux | Medium
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Using the Durbin-Watson (DW) test for testing time-series autocorrelation. | by Christiaan Defaux | Medium
![multiple regression - How to find Durbin Watson critical values given a large number of observations and regressors? - Cross Validated multiple regression - How to find Durbin Watson critical values given a large number of observations and regressors? - Cross Validated](https://i.stack.imgur.com/OjwNz.jpg)
multiple regression - How to find Durbin Watson critical values given a large number of observations and regressors? - Cross Validated
BOUNDS FOR CRITICAL VALUES OF THE DURBIN-WATSON STATISTIC 1% SIGNIFICANCE POINTS OF Ql AND Qu A=2 A=3 A=4 A=5 A=6 N Ql Qu Ql Qu
![PDF] Using the Durbin-Watson Ratio to Detect a Spurious Regressions: Can We Make a Rule of Thumb? | Semantic Scholar PDF] Using the Durbin-Watson Ratio to Detect a Spurious Regressions: Can We Make a Rule of Thumb? | Semantic Scholar](https://d3i71xaburhd42.cloudfront.net/3272455f0178a78441ca82c5d66f88e68388184c/3-Table1-1.png)