[R] Durbin-Watson test in packages "car" and "lmtest"

Ahmad Abu Hammour hammour at msn.com
Fri Apr 19 06:48:03 CEST 2002


Hi,
P-values in Durbin-Watson test obtained through the use of functions available in packages "lmtest" and "car" are different. The difference is quite significant. function "dwtest" in "lmtest" is much faster than "burbinwatson" in "car". Actually, you can take a nap while the latter trying to calculated Durbin-Watson test. My question is which p-value is better?
  
Thank you,
Ahmad Abu Hammour
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