Durbin Watson Test Statistic Calculator

Calculate Your Durbin Watson Statistic

Enter your residuals separated by commas (e.g., 0.1, -0.2, 0.3). At least two residuals are required.
Easily calculate the Durbin Watson test statistic to detect autocorrelation in your regression model's residuals. This essential tool helps assess the validity of your time series analysis. Input your residuals and get instant results for accurate statistical inference.

Formula:

The Durbin Watson (DW) test statistic is calculated using the following formula:

d = Σ(et - et-1)2 ⁄ Σ(et2)

  • d: The Durbin Watson test statistic.
  • et: The residual at observation (time period) t.
  • et-1: The residual at the previous observation (time period) t-1.
  • Σ: Summation over all observations from t=2 to T (where T is the total number of observations).

The statistic ranges from 0 to 4. A value around 2 indicates no autocorrelation, while values closer to 0 suggest positive autocorrelation and values closer to 4 suggest negative autocorrelation.

Statistics and Tools

1/4 Mile ET : Estimate Your Quarter Mile Elapsed Time

Go to Calculator

1x1 Matrix Multiplication

Go to Calculator

3D Distance : Find Distance Between Two Points in 3D Space

Go to Calculator

5x5 Matrix Multiplication

Go to Calculator

65th Percentile : Find the 65th Percentile Online

Go to Calculator

75th Percentile : Quickly Find Q3 for Your Dataset

Go to Calculator