- In statistics, the
Durbin–
Watson statistic is a
test statistic used to
detect the
presence of
autocorrelation at lag 1 in the
residuals (prediction errors)...
- Virginia, a town
Durbin test, a
nonparametric test for
balanced incomplete designs Durbin–
Watson statistic, a
test statistic Durbin–Wu–Hausman
test, a statistical...
- can be also
carried out with the Breusch–Godfrey
test and the
Durbin–
Watson test. The Ljung–Box
test may be
defined as: H 0 {\displaystyle H_{0}} : The...
- command, or
under the "
Test" → "Autocorrelation" menu
entry in the GUI client. Breusch–Pagan
test Durbin–
Watson test Ljung–Box
test Autoregressive-moving-average...
- a unit root. Po****r
serial correlation tests include: Breusch–Godfrey
test Ljung–Box
test Durbin–
Watson test Kočenda, Evžen; Alexandr, Černý (2014),...
- Longman. ISBN 978-0-582-11464-7.
Retrieved 27 June 2012.
Durbin, J.;
Watson, G. S. (1950). "
Testing for
Serial Correlation in
Least Squares Regression: I"...
-
Applicable to
complete block designs, it is thus a
special case of the
Durbin test.
classic examples of use are: n {\textstyle n} wine
judges each rate...
-
multiplier test and the likelihood-ratio
test, the Wald
test is one of
three classical approaches to
hypothesis testing. An
advantage of the Wald
test over...
- In statistics, the Kolmogorov–Smirnov
test (also K–S
test or KS
test) is a
nonparametric test of the
equality of
continuous (or discontinuous, see Section...
- A chi-squared
test (also chi-square or χ2
test) is a
statistical hypothesis test used in the
analysis of
contingency tables when the
sample sizes are large...
