Programming the statistical procedures from SAS

what's the decision rule for the p value in the Durbin-Watson test

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what's the decision rule for the p value in the Durbin-Watson test

In the Durbin-Watson test, the decision rule for a one-sided test is

Reject H0 if d < dL, do not reject H0 if d > dH, dL<d < dH is the inconclusive range.

In the AUTOREG procedure, the DWPROB option produces p-value for the Durbin-Watson test statistic. So what's the decison rule for the p value in a one-sided tes or a two-sided test? What is the inconclusive range for p value?

 

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Re: what's the decision rule for the p value in the Durbin-Watson test

I believe the p values reported address only the rejection part, and do not do anything with the inconclusive range.  I hope someone with more familiarity with the many procs that report a DW stat can step in with a more definitive answer.

Steve Denham

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