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- W2029719861 abstract "Recent papers have drawn attention to the fact that the power function of the Durbin-Watson (DW) test against the alternative of a stationary first-order autoregression, is not necessarily monotonic as p departs from the null hypothesis that p = 0. Indeed for some data sets the power tends to 0 as p →±1, making inferences based on the DW test meaningless. The purpose of the present study is twofold. First, the paper provides new insight into the factors underlying this worrisome aspect of the DW power function and shows that it is not restricted to stationary processes. Second, the paper presents a fairly easily calculated boundary power function which for any given data set gives some guidance as to whether or not the DW test will have poor power properties." @default.
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- W2029719861 date "1992-01-01" @default.
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- W2029719861 title "On the power function of the Durbin-Watson test" @default.
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- W2029719861 doi "https://doi.org/10.1016/0304-4076(92)90031-l" @default.
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