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AN EXAMINATION OF THE EIGENVECTOR CONDITION IN THE DURBIN‐WATSON TEST
Author(s) -
Cassing Shirley A.,
White Kenneth J.
Publication year - 1983
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1983.tb01192.x
Subject(s) - watson , test (biology) , mathematics , eigenvalues and eigenvectors , autocorrelation , statistics , econometrics , computer science , artificial intelligence , physics , geology , paleontology , quantum mechanics
Summary This paper examines the power of the Durbin‐Watson test for autocorrelation when the eigenvector condition for a uniformly most powerful (UMP) test may not be satisfied.