Approximating the distribution of the durbin-watson statistic (Q3736732)
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scientific article; zbMATH DE number 3969907
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| English | Approximating the distribution of the durbin-watson statistic |
scientific article; zbMATH DE number 3969907 |
Statements
Approximating the distribution of the durbin-watson statistic (English)
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1986
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testing for autocorrelation
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power function
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approximations
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Durbin- Watson statistic
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serial correlation
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Edgeworth expansions
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0.8417255282402039
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0.7662670612335205
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0.7650992274284363
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