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The twelfth order analogue of the durbin-watson test

 

作者: Merran A. Evans,  

 

期刊: Communications in Statistics - Simulation and Computation  （Taylor Available online 1987）
卷期: Volume 16, issue 3  

页码: 679-688

 

ISSN:0361-0918

 

年代: 1987

 

DOI:10.1080/03610918708812612

 

出版商: Marcel Dekker, Inc.

 

关键词: hypothesis testing;linear regression;autocorrelation

 

数据来源: Taylor

 

摘要:

This paper provides five percent significance bounds on critical values of the twelfth or-der analogue of the Durbin-Watsontest. These tables are useful for testing for twelfth order autocorrelation in regression models with monthly data which include either an intercept or a full set of monthly seasonal dummies.

 

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