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missprincess
Calcite | Level 5

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

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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