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

[Achim Zeileis]

Lu Chi-Hsien Joseph wrote:
> 
> The difference that I found in applying Durbin-Watson test in
> "car" and "lmtest" is the latter only works for testing
> NH: rho = 0 versus AH: rho > 0.

That is true. The one-sided alternative is in my experience the one of
most interest. But I want to implement an alternative argument as in
most classical tests for the next version of lmtest. I just didn't get
round to do it.

Nevertheless, even for the same alternative there can be differences
between the p values due to the different computing techniques in
dwtest() and durbin.watson()...
Z


> C. Joseph Lu
> Department of Statistics
> National Cheng-Kung University
> Tainan, Taiwan
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