Book for the true distribution of Durbin-Watson test statistic and showing factors affecting DW test statistic.
Important testing tool for RNN to find the correct critical values for autocorrelation.
Amazon kindle book with Excel to run the critical values under the null hypothesis and specific distribution.
- free to setup sample size
- free to setup distribution
- provide the true critical values for DW statistic under specific sample size and samples from population distribution
- Mei-Yu Lee, 2016, On the DurbinWatson Statistic Based on a Z-Test in Large Samples, International Journal of Computational Economics and Econometrics, 6(1), 114-121.
- Mei-Yu Lee, 2014, The Effect of Nonzero Autocorrelation Coefficients on the Distributions of Durbin-Watson Test Estimator: Three Autoregressive Models, Expert Journal of Economics, 2(3), 85-99.
- Mei-Yu Lee, 2014, Computer Simulates the Effect of Internal Restriction on Residuals in Linear Regression Model with First-order Autoregressive Procedures, Journal of Statistical and Econometric Methods, 3(3), 1-22.
- Mei-Yu Lee, 2014, The Pattern of R-Square in Linear Regression Model with First-Order Autoregressive Error Process and Bayesian property: Computer Simulation, Journal of Accounting Finance & Management Strategy, 9(1), 115-132.
- 李玫郁，「Durbin-Watson 檢定的限制」，2013台灣計量經濟學會年會，台灣，台北：國立台灣大學。
This is a significant improvement over the original Durbin-Watson test statistic. It can provide you with accuracy in RNNs, avoiding the unknown risks brought by incorrect critical values. For customization, please contact [email protected].