On Mon, 28 Nov 2005, Constantine Tsardounis wrote: > Hello to everyone!... > > I would like to ask you if there is a way to extract the known > Durbin-Watson critical values (D_L and D_U - lower and upper limits) > within R, as we do in the DW statistic tables at the end of > Econometrics Textbooks, because packages "car" and "lmtest" seem to > provide only the p-value (it is useful, but I would like to have the > exact critical vaues).
lmtest and car do not *only* provide p values, they are able to provide a p-value whereas using the upper and lower bounds you might obtain inconclusive results. Hence, the p values yield more precise results! It is not possible to provide a single table of critical values because the null distribution depends on the regressor matrix. If you really want to have a single critical value for a particular problem, look at the implementations of dwtest() or durbin.watson() how to compute the full (approximate) null distribution. Best, Z > Thank you very much in advance, > > Tsardounis Constantine > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html > ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
