小怡今天给分享durbinwatson检验的知识，其中也会对durbinwatson检验表进行解释，希望能解决你的问题，请看下面的文章阅读吧！
durbinwatson检验 durbinwatson检验表
durbinwatson检验 durbinwatson检验表
1、德宾-沃森（Durbin-Watson）检验。
2、德宾-沃森检验,简称D-W检验，是目前检验自相关性最常用的方法，但它只使用于检验一阶自相关性。
3、应用计量经济学综合实验报告一、观察序列特征（一）变量的描述统计0.471125XY24.133Median35.06598Maximum31.5131859.66837Minimum12.2808724.88616Std. Dev.4.378617Skewness-0.8573230.8900263.1696292.60557717.8127319.9440.0001360.000047Sum3483.5525546.625Sum Sq. Dev.2741.637Observations（二）变量的趋势分析1、各变量的时间序列图2、根据时序图大致判断变量的平稳性答：不平稳（三）双变量分析1、画出XY散点图2、计算变量X和Y间的相关系数Dependent Variable: YMod: Least SquaresDate: 10/19/12 Time: 16:31Sample (adjusted): 1 144Included observations: 144 after adjustmentsCoefficientt-StatisticX1.5318800.0429490.0000R-squared-0.700579Adjusted R-squared-0.700579S.D. dependent varS.E. of regression12.669047.9231207.943743Log likelihood-569.46460.028629（一）X和Y的单整阶数检验（选择适当的检验模型并说明理由，报告结果及结论）X的一阶单整检验：Included observations: 196 after adjustmentsCoefficientt-StatisticD(X(-1))-1.0977710.071696-15.311460.0000C0.1616730.1534310.2933@TREND(1)-0.0011530.001339-0.8611170.3902趋势项不显著，改选模型二；Included observations: 196 after adjustmentsCoefficientt-StatisticD(X(-1))-1.0940740.071520-15.297520.0000C0.0467550.61790.5373截距项不显著，改选模型一；Lag Length: 0 (Automatic based on SIC, MAXLAG=14)t-StatisticProb.Augmented Dickey-Fuller test statistic-15.309360.0000Test critical values:1% ll-2.5768145% ll-1.94245610% ll-1.615622Included observations: 196 after adjustmentsCoefficientt-StatisticD(Y(-1))-0.934141-12.950600.0000C-0.0551760.193160-0.2856500.7755@TREND(1)0.0019790.0016931.1690030.2438趋势项不显著，改选模型二；Included observations: 196 after adjustmentsCoefficientt-StatisticD(Y(-1))-0.9275060.071975-12.886440.0000C0.1407690.0960861.4650300.1445截距项不显著，改选模型一；Lag Length: 0 (Automatic based on SIC, MAXLAG=14)t-StatisticProb.Augmented Dickey-Fuller test statistic-12.765960.0000Test critical values:1% ll-2.5768145% ll-1.94245610% ll-1.615622综上所述，X与Y都是一阶单整序列（二）用Y,X,常数项，以及Y的滞后一期值建立二元回归模型1、用OLS估计模型Y=b0+b1X+b2Y-1+m，回归结果如下：Coefficientt-StatisticX0.0138660.0151020.81900.3597C-0.1909320.521862-0.3658670.7149Y(-1)1.0012640.01122489.206620.00002、检验和改进（1）统计检验和结论（t检验，F检验）用t检验: P（x）>α，不显著P（C）>α，不显著PY(-1)> α，显著用f检验：P（f）（2）计量经济学检验和结论（异方检验，序列相关性检验）0.072131F-statistic0.6897880.599846ObsR-squared2.7908970.593405不显著，接受原设，故无异方性Breusch-Godfrey Serial Correlation LM Test:F-statistic0.619ObsR-squared0.618144不显著，接受原设，故无序列相关性Coefficientt-StatisticC-0.1965480.090185-2.1793810.0305X0.0120010.0021785.5093680.0000Y(-1)1.0024990.0016970.0000Weighted StatisticsR-squared0.99999037.17069Adjusted R-squared0.999990S.D. dependent var96.28015S.E. of regression0.3071350.49205518.30044Log likelihood-45.46742F-statistic179795.02.017946Prob(F-statistic)0.000000Unweighted StatisticsR-squared0.97630737.63027Adjusted R-squared0.976062S.D. dependent var8.651587S.E. of regression1.3385521.858016（4）最终的模型3、调整后的R=0.999990。
本文到这结束，希望上面文章对大家有所帮助。