Durbin Watson Statistics ? 
Author Message
 Durbin Watson Statistics ?

Hi

Does anyone know how I can calculate this test statistic in Excel ?

Thanks

BAM



Mon, 29 Oct 2001 03:00:00 GMT  
 Durbin Watson Statistics ?
For the Durbin Watson, d-test, statistic with estimated
residual () values in A1:A10, the formula in an excel cell
is

=SUMXMY2(A2:A10,A1:A9)/SUMSQ(A1:A10)

Check the above with an example.

If you use the statistic frequently, I would recommend
writing a user-defined function.

Quote:
>Hi

>Does anyone know how I can calculate this test statistic in
Excel ?

>Thanks

>BAM



Mon, 29 Oct 2001 03:00:00 GMT  
 
 [ 2 post ] 

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