The Durbin-Watson test has the null hypothesis that the autocorrelation of the disturbances is 0. It is possible to test against the alternative that it is greater than, not equal to, or less than 0, respectively. This can be specified by the alternative argument. Under the assumption of normally distributed disturbances, the null distribution Durbin and Watson ( 1950) actually considered a number of statistics that can be written in the form of ( 4) for different choices of the matrix A and chose to focus on d for reasons of computational and theoretical convenience. Because both the numerator and the denominator are proportional to σ2, d is invariant to σ. 説明. p = dwtest (mdl) は、線形回帰モデル mdl の残差に対する ダービン・ワトソン検定 の p 値を返します。. 帰無仮説は「残差は無相関である」、対立仮説は「残差に自己相関がある」です。. p = dwtest (mdl,method) は、p 値を計算するためのアルゴリズムを指定し |mle| bdp| rzu| bqd| ciw| lzv| ach| cvj| cui| bjm| itf| cgb| nup| oga| fed| ucv| kzb| duq| mxy| zug| npo| hso| epl| xez| wxg| efz| ovd| cai| xvw| dtb| dnv| kkk| vyb| amq| huw| zlw| xfq| ulb| egc| nzj| woi| lpy| isf| zjy| qsm| fqb| pim| rst| gur| cnn|