Autocorrelation is also a symptom of systematic lack of fit. The DW option provides the Durbin-Watson d statistic to test that the autocorrelation is zero: The value of d is close to 2 if the errors ...

Autocorrelation is a correlation derived from a time series variable and its values over a given period. It is useful for identifying patterns and validating assumptions in your hypothesis testing ...

This is the twelfth in a series of lecture notes which, if tied together into a textbook, might be entitled “Practical Regression.” The purpose of the notes is to supplement the theoretical content of ...