Programming the statistical procedures from SAS

Durbin–Watson test in proc reg

Occasional Contributor
Posts: 15

Durbin–Watson test in proc reg

Hi everyone,


I have a question to read the DW test output from proc reg using option dwProb.Capture.PNG



This is the output from SAS/STAT(R) 9.2 User's Guide, so this is autocorrelation or not?

How can I know d, dU and dL of test



Regular Contributor
Posts: 249

Re: Durbin–Watson test in proc reg

  • I assume your d is Durbin-Watson test statistic. If so, it is 1.191
  • Yes, there is a significant first-order autocorrelation in the disturbances because Pr<DW=0.005.
  • You can refer to Durbin-Watson Significance Tables to find out dL and dU. They depend on the number of observations in your data and number of parameter estimates(excluding intercept) in your regression model.
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