DurbinWatsonD

As of Version 7.0, DurbinWatsonD has become a property of LinearModelFit.

DurbinWatsonD

is a possible value for the RegressionReport option for Regress and DesignedRegress which represents the Durbin-Watson d statistic for autocorrelation.

Details and Options

To use DurbinWatsonD, you first need to load the Regression Common Functions Package. You can do this by using Needs["LinearRegression`"], which will automatically load the Regression Common Functions Package, or you can load the package directly by using Needs["RegressionCommon`"].
DurbinWatsonD tests for the existence of a first-order autoregressive process.
A value close to 0 indicates positive correlation, and a value close to 4 indicates negative correlation.

Wolfram Language code: Needs["LinearRegression`"]

Sample data:

Wolfram Language code:

data = {{0.05, 90}, {0.09, 95}, {0.14, 110}, 
{0.17, 125}, {0.2, 140}, {0.21, 150}, 
{0.23, 175}, {0.25, 190}, {0.3, 210}, 
{0.35, 255}};

DurbinWatsonD for a linear regression:

Wolfram Language code: Regress[data, {1, x ^ 2}, x, RegressionReport -> {DurbinWatsonD}]

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