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how do i calculate a durbin-watson statistic

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  1. #1
    EKGILL
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    how do i calculate a durbin-watson statistic



  2. #2
    Michael R Middleton
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    Re: how do i calculate a durbin-watson statistic

    EKGILL -

    Start by computing residuals (e.g., using the Regression tool).

    An example in my book "Data Analysis Using Microsoft Excel: Updated for
    Office XP," has residuals in cells F25:F42.

    Then the Durbin-Watson statistic is calculated by

    =SUMXMY2(F26:F42,F25:F41)/SUMSQ(F25:F42)

    - Mike

    www.mikemiddleton.com



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