alpha= significance level
n = number of sample
k = regressors / dependent variables
Example:
If you have = 0.05; n = 65; k = 6
We can see Durbin Watson table in the next page, that the upper bound (dU) is 1.805 and lower bound (dL) is 1.404.
DW Conclusion
Less than 1.404 => There is any Autocorrelation (+)
1.404 – 1.805 => There is no conclusion
1.805 – 2.195 => There is no Autocorrelation
2.195 – 2.596 => There is no conclusion
More than 2.596 => There is any Autocorrelation (-)
4 komentar:
tes 1, 2, 3.
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