[R] Durbin-Watson Test

John Fox jfox at mcmaster.ca
Thu May 29 00:53:17 CEST 2003


Dear rwatkins,

The car and lmtest packages both have functions for Durbin-Watson tests. 
More generally, doing a search at http://www.r-project.org/ will get you 
this kind of information.

I hope that this helps,
  John

At 04:45 PM 5/28/2003 -0500, rwatkins at cornerstonelp.com wrote:
>Is there a command to perform Durbin-Watson in R?  If not, what seems to be
>the most efficient way to perform such tests?

-----------------------------------------------------
John Fox
Department of Sociology
McMaster University
Hamilton, Ontario, Canada L8S 4M4
email: jfox at mcmaster.ca
phone: 905-525-9140x23604
web: www.socsci.mcmaster.ca/jfox




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