scikits.statsmodels.stattools.durbin_watson

scikits.statsmodels.stattools.durbin_watson(resids)

Calculates the Durbin-Watson statistic

Parameters :

resids : array-like

Returns :

Durbin Watson statistic. This is defined as :

sum_(t=2)^(T)((e_t - e_(t-1))^(2))/sum_(t=1)^(T)e_t^(2) :

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