结果:找到“DW test”相关内容13个,排序为按回复时间降序,搜索更多相关帖子请点击“高级”
[求助]数据如何进行DW test
4 个回复 - 8540 次查看
replace month = "Sep-1999" in 1
replace month = "Oct-1999" in 2
replace month = "Nov-1999" in 3
replace month = "Dec-1999" in 4
replace month = "Jan-2000" in 5
replace month = "Feb-2000" in 6
...
2009-9-21 16:46 - twj6 - Stata专版
R语言dwTest用法
0 个回复 - 8836 次查看
dw
test {lm
test}DescriptionPerformsthe Durbin-Watson
test for autocorrelation of disturbances. Usagedw
test(formula,order.by = NULL, alternative = c("greater", "two.sided","less"), iterations = 15 ...
2011-9-10 21:57 - szc412247754 - R语言论坛
DW Test
4 个回复 - 3982 次查看
记忆里面,如果回归的方程里包含了滞后的depend variable,
DW TEST是无效的.
现在的问题是,如果回归的方程里面包含了滞后的解释变量,
DW TEST是有效的吧?
我学的很不扎实,请高手过来指教,谢谢!
2011-2-15 05:08 - 唐伯小猫 - Stata专版