Algorithm to compute critical values of Durbin-Watson statistic?
From: Phil Sherrod (phil.sherrod_at_REMOVETHISsandh.com)
Date: 12/22/04
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Date: Wed, 22 Dec 2004 16:01:42 GMT
Can anyone give me a pointer to a site that provides an algorithm for
computing the critical values of the Durbin-Watson statistic? There are
lots of pre-computed tables, but I need to compute the values in a program.
-- Phil Sherrod (phil.sherrod 'at' sandh.com) http://www.dtreg.com (decision tree modeling) http://www.nlreg.com (nonlinear regression) http://www.NewsRover.com (Usenet newsreader) http://www.LogRover.com (Web statistics analysis)
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