[R] Durbin Watson stat for ser. corr

[Prof Brian D Ripley]

On Thu, 21 Jun 2001, Erin Hodgess wrote:

> Dear R People:
>
> Do any of the linear model or regression function calculate the
> Durbin-Watson test statistic for serial correlation, please?
>
> I found the hat matrix, studentized residuals, and so on,
> but no D-W.
>
> Thanks so much!

Package CAR (in Devel on CRAN) by John Fox has this.


-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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