| dwtest {lmtest} | R Documentation |
Durbin-Watson Test
Description
Performs the Durbin-Watson test for autocorrelation of disturbances.
Usage
dwtest(formula, order.by = NULL, alternative = c("greater", "two.sided", "less"),
iterations = 15, exact = NULL, tol = 1e-10, data = list())
Arguments
formula |
a symbolic description for the model to be tested
(or a fitted "lm" object). |
order.by |
Either a vector z or a formula with a single explanatory
variable like ~ z. The observations in the model
are ordered by the size of z. If set to NULL (the
default) the observations are assumed to be ordered (e.g., a
time series). |
alternative |
a character string specifying the alternative hypothesis. |
iterations |
an integer specifying the number of iterations
when calculating the p-value with the "pan" algorithm. |