Algorithm AS 153: Pan's Procedure for the Tail Probabilities of the Durbin-Watson Statistic

DOI10.2307/2986316zbMath0475.62044OpenAlexW161547490MaRDI QIDQ3930478

Richard William Farebrother

Publication date: 1980

Published in: Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2986316

zbMATH Keywords

serial correlationAlgol 60Imhof procedure

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Linear regression; mixed models (62J05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (16)

The polynomial trend model with autocorrelated residuals ⋮ Higher order generalisation of first order autoregressive tests ⋮ The locally unbiased two-sided Durbin-Watson test ⋮ Optimal testing for equicorrelated linear regression models ⋮ Some optimal tests for the equicorrelation coefficient in standard symmetric multivariate normal distribution ⋮ AN EXACT TEST FOR A STOCHASTIC COEFFICIENT IN A TIME SERIES REGRESSION MODEL ⋮ Probabilistic-statistical programs from ``Applied Statistics ⋮ Testing for autoregressive against moving average errors in the linear regression model ⋮ Computing \(p\)-values for the generalized Durbin-Watson and other invariant test statistics ⋮ Evaluating the density of ratios of noncentral quadratic forms in normal variables ⋮ A new test for fourth-order autoregressive disturbances ⋮ Bootstrap tests for autocorrelation. ⋮ Nonnested testing for autocorrelation in the linear regression model ⋮ Unnamed Item ⋮ AS 153 ⋮ A point optimal test for autoregressive disturbances

Uses Software

• ALGOL 60

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