In statistics, the Durbin–Watson statistic is a test statistic used to detect the presence of autocorrelation at lag 1 in the residuals (prediction errors)...

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death. Watson developed the Durbin–Watson statistic for detecting autocorrelation with James Durbin of the London School of Economics in 1950. Watson was...

the Durbin–Watson test and the Ljung–Box test. However, the test is more general than that using the Durbin–Watson statistic (or Durbin's h statistic),...

James Durbin FBA (30 June 1923 – 23 June 2012) was a British statistician and econometrician, known particularly for his work on time series analysis and...

assumption is not very reasonable, this statistic may still find its use in conducting LR tests. Durbin–Watson statistic tests whether there is any evidence...

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assessment can be also carried out with the Breusch–Godfrey test and the Durbin–Watson test. The Ljung–Box test may be defined as: H 0 {\displaystyle H_{0}}...

is the Durbin–Watson statistic or, if the explanatory variables include a lagged dependent variable, Durbin's h statistic. The Durbin-Watson can be linearly...

for instance via the Durbin–Watson statistic, that if the error term is serially correlated over time, then standard statistical inference as normally...

will get a very high R squared, very high individual t-statistic and a low Durbin–Watson statistic. Technically speaking, Phillips (1986) proved that parameter...

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residuals from regression models and is commonly known as the Durbin–Watson statistic for testing the null hypothesis that the errors are serially independent...

indicate model misspecification, and can be checked for with the Durbin–Watson statistic. The problem of heteroskedasticity can be checked for in any of...

DFFITS Partial residual plot Partial regression plot Leverage Durbin–Watson statistic Condition number Model selection Mallows's Cp Akaike information...

statistic (singular) or sample statistic is any quantity computed from values in a sample which is considered for a statistical purpose. Statistical purposes...

supervision of John Denis Sargan in 1982. His thesis (The Theory of the Durbin–Watson Statistic with special reference to the Specification of Models in Levels...

In statistical theory, a U-statistic is a class of statistics defined as the average over the application of a given function applied to all tuples of...

A descriptive statistic (in the count noun sense) is a summary statistic that quantitatively describes or summarizes features from a collection of information...

In statistical hypothesis testing, a result has statistical significance when a result at least as "extreme" would be very infrequent if the null hypothesis...

multiple samples, are significantly different. The test calculates a statistic, represented by the random variable F, and checks if it follows an F-distribution...

parentheses indicates the ith order statistic of the sample. The first order statistic (or smallest order statistic) is always the minimum of the sample...

A statistical hypothesis test typically involves a calculation of a test statistic. Then a decision is made, either by comparing the test statistic to...

named after Andrey Kolmogorov and Nikolai Smirnov. The Kolmogorov–Smirnov statistic quantifies a distance between the empirical distribution function of the...

sample x1, ..., xn came from a normally distributed population. The test statistic is W = ( ∑ i = 1 n a i x ( i ) ) 2 ∑ i = 1 n ( x i − x ¯ ) 2 , {\displaystyle...

descriptive statistics. Two elementary summaries of data, singularly called a statistic, are the mean and dispersion. Whereas inferential statistics interprets...

which the test statistic follows a Student's t-distribution under the null hypothesis. It is most commonly applied when the test statistic would follow...

independent in influencing the test statistic (values within the table). The test is valid when the test statistic is chi-squared distributed under the...

Applicable to complete block designs, it is thus a special case of the Durbin test. Classic examples of use are: n {\textstyle n} wine judges each rate...

is a property of a statistic computed on a sample dataset in relation to a parametric model of the dataset. A sufficient statistic contains all of the...