[R] where can I find Durbin-Waston test tables for Confidence Level 2.5% or 0.5%?

[Chuck Cleland]

Michael wrote:
> Hi all,
> 
> I am doing a two-sided DW test:
> 
> H0: rho = 0
> H1: rho =/= 0
> 
> My understanding is that most test statistics tables are one-sided. It's the
> way they created the table.
> 
> So from online, by doing Googling, I found a bunch of DW tables for
> Confidence Level 5%.
> 
> Those tables can answer my two-sided question at 5x2 = 10% confidence level.
> 
> But what if I want two-sided test at 1% and 5% confidence level?
> 
> Then I need 0.5% and 2.5% tables on those one-sided table.
> 
> My sample size is 278, and the number of parameters is 2, these adds to the
> hardship of finding a good table...
> 
> Could anybody give me some pointers of two-sided DW tables or 1-sided DW
> table with 0.5% and 2.5% confidence levels?
> 
> Thanks a lot!
> 
> Moreover, I appreciate any pointers about electronic tables that I can use
> in programs, I want to implement DW test myself, but let the program
> searching a table automatically...

  Are you aware of the implementations of this test in the car, lmtest,
and fMultivar packages?

RSiteSearch("Durbin-Watson", restrict="function") finds those functions.

> Thanks a lot!
> 
> 	[[alternative HTML version deleted]]
> 
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-- 
Chuck Cleland, Ph.D.
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