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- W2014861902 abstract "The Durbin–Watson (DW) test for lag 1 autocorrelation has been generalized (DWG) to test for autocorrelations at higher lags. This includes the Wallis test for lag 4 autocorrelation. These tests are also applicable to test for the important hypothesis of randomness. It is found that for small sample sizes a normal distribution or a scaled beta distribution by matching the first two moments approximates well the null distribution of the DW and DWG statistics. The approximations seem to be adequate even when the samples are from nonnormal distributions. These approximations require the first two moments of these statistics. The expressions of these moments are derived." @default.
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- W2014861902 date "1987-04-01" @default.
- W2014861902 modified "2023-09-29" @default.
- W2014861902 title "Durbin–Watson and Generalized Durbin–Watson Tests for Autocorrelations and Randomness" @default.
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- W2014861902 doi "https://doi.org/10.1080/07350015.1987.10509578" @default.
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