Software of Durbin-Watson Test Statistic

This software is free.

The software is based on probability distribution simulator for solving the some problems of mathematics.

For Econometrics, DW critical value table is wrong, which can only test the case of autocorrelation coefficient = 0. Now this software can compute every case at the change of the autocorrelation coefficient, the lags, the sample number.
For Statistics, the probability distribution simulator can develop a sequence of sampling distribution which is very close to the true population distribution. This is a NEW technology for getting sampling distribution of a test statistic.
For Mathematics, the probability distribution simulator is better than the numerical analysis.
For AI, Durbin-Watson test is one process of AI, RNN. This software offers the right critical values of the Durbin-Watson test.

Features

Approximate true probability distribution by the simulation of 100 million times

Critical values found from the simulated sampling distribution of Durban-Watson test

Provide four models to generate critical values

Provide the outcomes of the law of large numbers

Change the lags, autocorrelation coefficient, the simulated sample size, or additional change population mean by yourself.

Graphs of Excel shown by the outcomes

Download Software and source code

The software and source code can be accessed to Google drive by clicking the "Download" button at the top right.

Extract the zip file and drop "DW_test" folder to the C disk. The path of the folder is C:/DW_test.

Drag the shortcut (DW_r_mainA.ink) to the desktop and then double click the shortcut to run the software.

See more information of Durbin-Watson test statistic

on Website

You can download the PowerPoint files to understand how the independent variable, autocorrelaiton coefficient, the lags, and the error term of the autoregressive error model affect the sampling distribution of the Durbin-Watson test statistic, respectively.

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