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Who to find d-statistic for durbin-Watson test in the gretl program?
Wiki User
∙ 13y ago
run each regressors as dependent variable and leave constant as independent variable. in the next window, click down Tests and choose Durbin Watson. This should give you the DW coefficient and its corresponding pvalue. reject null if less than significance level, accept if more than.
Wiki User
∙ 13y ago
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