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statsmodels.stats.stattools.durbin_watson

statsmodels.stats.stattools.durbin_watson(resids)[source]

Calculates the Durbin-Watson statistic

Parameters:

resids : array-like

Returns:

Durbin Watson statistic. This is defined as :

sum_(t=2)^(T)((e_t - e_(t-1))^(2))/sum_(t=1)^(T)e_t^(2) :

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