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missprincess
Calcite | Level 5 missprincess
Calcite | Level 5

Durbin Watson Interpretation in SAS

Posted 08-19-2018 08:44 AM (2887 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

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PGStats
Opal | Level 21 PGStats
Opal | Level 21

Re: Durbin Watson Interpretation in SAS

Posted 08-20-2018 12:49 AM (2863 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
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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.

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Find more tutorials on the SAS Users YouTube channel.

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