Re: Question about DurbinWatsonD
- To: mathgroup at smc.vnet.net
- Subject: [mg119082] Re: Question about DurbinWatsonD
- From: Bill Rowe <readnews at sbcglobal.net>
- Date: Sat, 21 May 2011 06:48:38 -0400 (EDT)
On 5/20/11 at 6:37 AM, peacenova at yahoo.com (Gilmar Rodriguez-pierluissi) 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? The web page you looked is part of the documentation for the obsolete linear regression package not LinearModelFit. Notice just below the top most thick blue line the words "OBSOLETE ..." To get the DurbinWatsonD value using LinearModelFit you would do: In[10]:= lm = LinearModelFit[data, x^2, x]; lm@"DurbinWatsonD" Out[11]= 1.14 Notice the difference in the arguments given to LinearModelFit and Regress shown on the web page you were looking at.