[R] Comparison of Output from "dwtest" and "durbin.watson"

[Achim Zeileis]

On Tue, 4 Aug 2009, Tom La Bone wrote:

> My concern is that the two tests give different DW statistics for the
> weighted fit and very different p-values for the same DW statistic for the
> unweighted fit. Is there a "right" answer here?

dwtest() is not handling WLS at the moment. I'll have a look whether there 
is an easy way to fix that, but I guess the best I could do at the moment 
is to throw an error. (The statistic is easy to compute, but the 
exact/approximate p-values are less straightforward.)
Z

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