Durbin–Watson and Generalized Durbin–Watson Tests for Autocorrelations and Randomness
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/10256018808623883
Reference33 articles.
1. Distributions of the Sample Autocorrelations When Observations Are from a Stationary Autoregressive-Moving-Average Process
2. Evaluation of the Power of the Durbin-Watson Statistic for Non-First Order Serial Correlation Alternatives
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