The Problem of Inconclusive Region in Autocorrelation Tests in Least Square Regression
The Durbin-Watson (DW) test is one of the most widely used tests for autocorrelation inregression models. The DW test has, however, an important limitation: the test is indeterminate when the test statistic falls into the so-called Inconclusive (Ignorance) Region. The Inconclusive Region exists beca...
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
Cairo University, Faculty of Graduate Studies for Statistical Research (FGSSR)
2013-06-01
|
| Schriftenreihe: | The Egyptian Statistical Journal |
| Schlagworte: | |
| Online-Zugang: | https://esju.journals.ekb.eg/article_314342_4924049a3f97ad8cb9e5f8a7fc37b673.pdf |
| Tags: |
Keine Tags, Fügen Sie das erste Tag hinzu!
|