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Durbin-Watson Test/Evidence
Method evidence record

Durbin-Watson Test

The Durbin-Watson test, developed by James Durbin and Geoffrey Watson in 1950–1951, detects first-order serial correlation in the residuals of a linear regression. Its statistic ranges from 0 to 4, with a value near 2 indicating no autocorrelation, values toward 0 indicating positive autocorrelation, and values toward 4 indicating negative autocorrelation. It remains one of the most reported regression diagnostics despite well-known limitations.

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Source record

Citations copied verbatim from the method’s source record. No claim-level verification is inferred from them.

Durbin-Watson Test for First-Order Autocorrelation
Taxonomic method record · regression-model / econometrics
  • Durbin, J., & Watson, G. S. (1950). Testing for serial correlation in least squares regression: I. Biometrika, 37(3/4), 409–428. · DOI 10.2307/2332391
  • Durbin, J., & Watson, G. S. (1951). Testing for serial correlation in least squares regression: II. Biometrika, 38(1/2), 159–178. · DOI 10.2307/2332325
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Related methods

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Same method familyBreusch-Godfrey Testmachine-suggested · Relational suggestion, not evidence.Same method familyGeneralized Least Squaresmachine-suggested · Relational suggestion, not evidence.Same method familyMultiple Linear Regressionmachine-suggested · Relational suggestion, not evidence.Same method familyOLS Regressionmachine-suggested · Relational suggestion, not evidence.

Evidence status

Sources recorded, not reviewed

Bibliographic sources are present. Claim-level evidence review has not been performed.

Sources

2 recorded citations, copied from the method source record.

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