REGEXACTDW Procedure |
@RegExactDW is a regression post-processor which computes the exact significance level for the Durbin-Watson statistic in an OLS regression. Before you run this, you need to do a LINREG and the test is based upon that. There's not much call for it since it's fairly rare for a regression where serial correlation is an issue to have the strictly exogenous regressors required to justify the calculation.
@RegExactDW (no parameters)
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