Glossary Advanced Regression / Term
A test for autocorrelation or serial correlation in the residuals of a least squares regression analysis. As the autocorrelation increases, the Durbin-Watson goes down. The larger the autocorrelation, the less reliable the results of the regression analysis.
Permanent link Durbin-Watson Statistic - Modification date 2020-01-17 - Creation date 2020-01-17