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Article Archive For Keyword: Watson statistic

  • Sidebar: Durbin Watson statistic by Ron McEwan

    ARTICLE SYNOPSIS...Stocks & Commodities V. 22:4 (60): Sidebar: Durbin Watson statistic by Ron McEwan The Durbin Watson statistic is a test that looks for first-order autocorrelation in the residuals of a time-series regression. The residual for time period t is compared w

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