cancel
Turn on suggestions
Auto-suggest helps you quickly narrow down your search results by suggesting possible matches as you type.
Showing results for 
Search instead for 
Did you mean: 
BookmarkSubscribeRSS Feed
missprincess
Calcite | Level 5 missprincess
Calcite | Level 5

Durbin Watson Interpretation in SAS

Posted 08-19-2018 08:44 AM (3126 views)

How to interpret if E's are independent or not independent by DW test? Which is the P value I must use? Pr<DW or P>DWDW Test Result.PNG

0 Likes
Reply
1 REPLY 1
PGStats
Opal | Level 21 PGStats
Opal | Level 21

Re: Durbin Watson Interpretation in SAS

Posted 08-20-2018 12:49 AM (3102 views)  |   In reply to missprincess

Proc Autoreg (SAS/ETS) prints this note when reporting the results from the DW test:

 

"NOTE: Pr<DW is the p-value for testing positive autocorrelation, and Pr>DW is the p-value for testing negative autocorrelation."

PG
Reply

Catch up on SAS Innovate 2026

Dive into keynotes, announcements and breakthroughs on demand.

Explore Now →
What is ANOVA?

ANOVA, or Analysis Of Variance, is used to compare the averages or means of two or more populations to better understand how they differ. Watch this tutorial for more.

Watch What is ANOVA? on YouTube

Find more tutorials on the SAS Users YouTube channel.

Discussion stats
  • 1 reply
  • ‎08-19-2018 08:44 AM
  • 3127 views
  • 2 likes
  • 2 in conversation