• Durbin-Watson
    Durbin-Watson Critical Values - 95% (d) Page 1 of 4 SPS Home > Stats Tables > Durbin Watson 0.05 Table Critical Values for the Durbin-Watson Statistic (d) Level of Significance α = .05 k=l n 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 dL 0.61 0.70 0.76 0.82 0.88...
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  • Business Research Method
    variable as show in the table below. We have made three tables for multiple regression analysis because of in diagram we have three dependent variable. In this result it show Beta each independent variable, R Square, Adjusted R Square, F Value, and DurbinWatson. Result of this multiple...
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  • Comparison of mutual funds
    44.46120 Durbin-Watson stat 1.9165 Prob(F-statistic) 0.00000 Table 1b: Regression CAPM_1 (WHITE’S TEST) Dependent Variable: RM_RF Method: Least Squares Date: 12/12/13 Time: 15:38 Sample: 1 450 Included observations: 450 White heteroskedasticity-consistent...
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  • Jamaica and Trinidad and Tobago Treasury Bill Rates
    | 2.859162 | Sum squared resid | 61.41584 |     Schwarz criterion | 2.926627 | Log likelihood | -89.49318 |     Hannan-Quinn criter. | 2.885740 | Durbin-Watson stat | 1.954810 | | | | | | | | | | | | | | Table 4 Null Hypothesis: JBRATE has a unit root | | Exogenous...
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  • Econometrics Project
    autocorrelation error exist in our model. a, Autocorrelation detection: DurbinWatson As we can see in the table log-linear, the Durbin-Watson statistic is 1.410319 * Ho: There is no autocorrelation HA: There exists a higher-order autocorrelation * Significance level: α = 0.05...
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  • Project
    |     Durbin-Watson stat | 2.034496 | Prob(F-statistic) | 0.006469 | | | | | | | | | | | | | | At table 1 we can find that pricing errors (αi) is negative, it is mean that mutual fund manager’s derelict their work, they show that investment portfolio with negative yield. They chose...
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  • Master
    criter. | -5.933687 | F-statistic | 0.889424 |     Durbin-Watson stat | 2.143090 | Prob(F-statistic) | 0.346142 | | | | | | | | | | | | | | Breusch-Godfrey Serial Correlation LM Test: | | | | | | | | | | | | F-statistic | 1.642873 |     Prob. F(2,446...
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  • Time Series Analysis
    residual, [options] lags (>0) 6. Test for autocorrelation of residuals (Durbin-Watson Test) dwstat Options: noconstant - suppress constant term in regression trend - include trend term in regression regress - display regression table...
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  • Econometrics - Vietnam Cpi
    terms) 21 Table 11: EView regression result: Durbin-Watson statistic 22 Table 12: Breusch-Godfrey Serial Correlation LM test: Lags 2 23 Figure 1: Vietnam CPI from 2000 to 2010 3 Figure 2: Vietnam's USD Exchange rate from 2000 to 2010 4 Figure 3: Vietnam's retail petrol price from 2000...
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  • Case
    correlation. Table 6.4. Variables | Coefficient | Prob. | C | 5.234717 | 0.2215 | TINF | -0.382448 | 0.3509 | TINT | 1.440923 | 0.0534 | TRE | 2.94E-09 | 0.0000 | R-Square | 0.719994 | Adjusted R-Square | 0.687686 | Durbin-Watson stat | 1.527658 | The results shows that Durbin...
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  • Sample Paper
    |0.24262667 | |Durbin Watson = .802773 |  |  |  | The focus of this analysis is on the impact of %COLLEGE_FEM on OUTPUT. As evident above, the Durbin Watson Statistic of...
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  • Stastical Study in Smoking Habits
    (Sample Size) (No. of predictor - X) (Significance level) t t 1 2 α = 0.05 d =  (e  e  (e ) t )2  465  1.6607 280 (D-W statistics) We can obtain the critical values from the D-W statistic table; dL = 1.08 and du = 1.36 The Durbin-Watson Statistic...
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  • Durbin Watson Tables
    Appendix A Durbin-Watson Significance Tables The Durbin-Watson test statistic tests the null hypothesis that the residuals from an ordinary least-squares regression are not autocorrelated against the alternative that the residuals follow an AR1 process. The Durbin-Watson statistic ranges in value...
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  • Impact of Bank During Financial Global Crisis
    the Table 2 and 3. Table 2 A Simple AR(1) Model and Testing for ARCH(1) effects for JAKISL Variable C JAKISL(-1) R-squared Durbin-Watson stat Coefficient Std. Error t-Statistic Prob. 0.223711 0.181026 1.235793 0.2167 0.999712 0.00075 1333.654 0.0000 0.998775 1.847425 ARCH Test: F-statistic Obs*R...
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  • The Factors Impact the Number of Private Car Ownership of China
    . |11.63039 | |F-statistic |1491.219 |    Durbin-Watson stat |2.396667 | |Prob(F-statistic) |0.000000...
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  • 334 Assignment
    . dependent var | 7.631188 | S.E. of regression | 5.590923 |     Akaike info criterion | 6.282127 | Sum squared resid | 31789.82 |     Schwarz criterion | 6.291796 | Log likelihood | -3198.744 |     Hannan-Quinn criter. | 6.285798 | F-statistic | 879.5531 |     Durbin-Watson stat | 1.996574 | Prob(F...
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  • Factor Affecting Performance of Stock Market
    | 58.82534 |     Durbin-Watson stat | 0.894527 | Prob(F-statistic) | 0.000000 | | | | | | | | | | | | | | 2. AutoCorrleation Table Breusch-Godfrey Serial Correlation LM Test: | | | | | | | | | | | | F-statistic | 5.179724 |     Prob. F(1,16) | 0.0370...
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  • Analysis on Inflation Regression Model
    . Dependent Variable: CPI level | The first thing we look at in the ANOVA table is the Significance part and as can be seen at the model is very significant (.000). Another important thing that came up with the analysis the Durbin Watson which was unusually low suggesting that there is negative...
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  • Econometrics
    |-1196.701 |    Hannan-Quinn criter. |30.06527 | |F-statistic |42.74905 |    Durbin-Watson stat |1.603736 | |Prob(F-statistic) |0.000000...
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  • Econometric Analysis
    ), for which we will have to look at the statistical value of Durbin - Watson. The use of this test is based on the comparison of the statistician with a series of ranges obtained through tables of the same name. According to this look in the tables two "du" and "dl" data, and that for a confidence...
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