Title: Meaning of DurbinWatson Statistic
1Meaning of Durbin-Watson Statistic
Dependent Variable APRG1 Included observations
1756 Variable Coefficient Std.
Error t-Statistic Prob. C 0.000368 0.000176 2.0
90633 0.0367 EX -0.025575 0.017384 -1.471172 0.14
14 R-squared 0.001232 Durbin-Watson stat
1.888259
2Meaning of D-W Statistic (cont.)
Dependent Variable RES Included observations
1755 Variable Coefficient Std.
Error t-Statistic Prob. C -1.57E-06 0.000176 -0
.008960 0.9929 RES(-1) 0.055831 0.023846 2.341303
0.0193 R-squared 0.003117 Durbin-Watson
stat 1.996832