Re: [R] help with durbin.watson

: socserv.mcmaster.ca/jfox -Original Message- From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED] On Behalf Of tom soyer Sent: July-27-08 4:33 PM To: r-help@r-project.org Subject: [R] help with durbin.watson Hi, I have two time series, y and x. Diff(y) and Diff(x) both show

[R] help with durbin.watson

Hi, I have two time series, y and x. Diff(y) and Diff(x) both show no autocorrelation. But durbin.watson(lm(Diff(y)~lag(Diff(x),k=-4)) gives a DW value of zero. How come the residule is autocorrelated while Diff(y) and Diff(x) are not? Does anyone know if in my case a DW of zero indicates serial