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Kipimo cha Durbin-Watson kwa Utegemezi wa Kiotomatiki

Kipimo cha Durbin-Watson, kilichoanzishwa na James Durbin na Geoffrey Watson mwaka 1950–1951, hugundua uhusiano wa mfuatano wa utaratibu wa kwanza katika mabaki ya urejesho wa mstari. Takwimu yake hupimwa kuanzia 0 hadi 4, huku thamani iliyo karibu na 2 ikionyesha kutokuwepo kwa uhusiano wa kiotomatiki, thamani zinazoelekea 0 zikionyesha uhusiano chanya wa kiotomatiki, na thamani zinazoelekea 4 zikionyesha uhusiano hasi wa kiotomatiki. Kinabaki kuwa mojawapo ya vipimo vya uthibitisho wa urejesho vinavyoripotiwa zaidi licha ya vikwazo vinavyojulikana.

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Vyanzo

  1. 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
  2. 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

Jinsi ya kunukuu ukurasa huu

ScholarGate. (2026, June 2). Durbin-Watson Test for First-Order Autocorrelation. ScholarGate. https://scholargate.app/sw/econometrics/durbin-watson-test

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Imerejelewa na

ScholarGateDurbin-Watson Test (Durbin-Watson Test for First-Order Autocorrelation). Imepatikana 2026-06-15 kutoka https://scholargate.app/sw/econometrics/durbin-watson-test · Seti ya data: https://doi.org/10.5281/zenodo.20539026