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Re: Question about DurbinWatsonD

  • To: mathgroup at smc.vnet.net
  • Subject: [mg119094] Re: Question about DurbinWatsonD
  • From: Bob Hanlon <hanlonr at cox.net>
  • Date: Sat, 21 May 2011 06:50:49 -0400 (EDT)

>From More Information for LinearModelFit:

LinearModelFit returns a symbolic FittedModel object to represent the linear model it constructs.The properties and diagnostics of the model can be obtained from  model["property"]

data = {{0.05, 90}, {0.09, 95}, {0.14, 110}, {0.17, 125}, {0.2, 140}, {0.21, 
    150}, {0.23, 175}, {0.25, 190}, {0.3, 210}, {0.35, 255}};

LinearModelFit[data, {1, x^2}, x]["DurbinWatsonD"]

1.14


Bob Hanlon

---- Gilmar Rodriguez-pierluissi <peacenova at yahoo.com> wrote: 

=============
In:
 
http://reference.wolfram.com/mathematica/RegressionCommon/ref/DurbinWatsonD.html

it says that:
 
"As of Version 7.0, DurbinWatsonD has become a property of LinearModelFit".
 
But, when I evaluate:
 
data = {{0.05, 90}, {0.09, 95}, {0.14, 110}, {0.17, 125}, {0.2, 140}, {0.21, 150}, {0.23, 175}, {0.25, 190}, {0.3, 210}, {0.35, 255}};
 
LinearModelFit[data, {1, x^2}, x, RegressionReport -> {DurbinWatsonD}]
 
the above line will not produce the DurbinWatsonD value of 1.14 shown in the example on that web page.
 
How can I then get the DurbinWatsonD value?
 
Thank you!
 
Gilmar Rodriguez Pierluissi




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