how do i calculate a durbin-watson statistic

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  • Start date Start date
EKGILL -

Start by computing residuals (e.g., using the Regression tool).

An example in my book "Data Analysis Using Microsoft Excel: Updated for
Office XP," has residuals in cells F25:F42.

Then the Durbin-Watson statistic is calculated by

=SUMXMY2(F26:F42,F25:F41)/SUMSQ(F25:F42)

- Mike

www.mikemiddleton.com
 
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