On Mon, 21 Nov 2011, R. Michael Weylandt wrote:
Please do keep your follow up on list for archival reasons:
This isn't an area of particular expertise for me, but Google suggests
the lmtest package does do the Durbin-Watson test:
Yes, dwtest() in "lmtest" can perform both one-sided and two-sided
Durbin-Watson tests, using asymptotic p-values.
If you want to apply the test to a series y without covariates, simply use
dwtest(y ~ 1).
An alternative implementation durbinWatsonTest() is available in "car"
which uses bootstrap p-values and can also assess lags greater than 1.
http://hosho.ees.hokudai.ac.jp/~kubo/Rdoc/library/lmtest/html/dwtest.html
Michael
2011/11/20 Sophy <[email protected]>:
Dear Michael:
Thanks for your quick reply. I do successfully install package "lmtest".My intention is to do
durbin.watson test for a vector of data. But, in "lmtest" package, it only test the residual vector
for a lm model. Sorry to bother you again. Is there any package and syntex to do a "two-sided"
durbin.watson test for a vector of data and output its pvalue?
Best regards,
Shu-FEi Wu
---- ???? ----
Date: Sun, 20 Nov 2011 14:27:21 -0500
From: "R. Michael Weylandt" <[email protected]>
Subject: Re: [R] I'm writing this letter to enquire where can I download the package of
"lmtest".
To: [email protected]
Cc: [email protected]
http://cran.r-project.org/web/packages/lmtest/index.html
Or automatically within R by typing:
install.packages("lmtest")
Michael
On Sun, Nov 20, 2011 at 1:18 PM, Sophy <[email protected]> wrote:
Dear editor:
. I'm writing this letter to enquire where can I download the package of
"lmtest". Can you send me this package?
THanks a lot.
Best regards,
Shu-Fei Wu
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______________________________________________
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
______________________________________________
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
