The Durbin Watson statistic is a number that tests for autocorrelation in the residuals from a statistical regression analysis.

The article considers the efficiency of ordinary least squares (OLS) coefficient estimates relative to generalized least squares (GLS) in a linear regression model where the disturbances follow a ...

This is a preview. Log in through your library . Abstract The small sample critical values of three test statistics for vector autocorrelated errors are investigated in the context of several specific ...