statsmodels.durbin_watson() in Python
Last Updated :
26 Mar, 2020
With the help of statsmodels.durbin_watson()
method, we can get the durbin watson test statistics and it is equal to 2*(1-r), where r is autocorrelation between residual.
Syntax : statsmodels.durbin_watson(residual)
Return : Return a single floating point value of durbin watson.
Example #1 :
In this example we can see that by using statsmodels.durbin_watson()
method, we are able to get the durbin watson test statistical value by using this method.
import numpy as np
from statsmodels.stats.stattools import durbin_watson
g = np.array([ 1 , 2 , 3 ])
gfg = durbin_watson(g)
print (gfg)
|
Output :
0.14285714285714285
Example #2 :
import numpy as np
from statsmodels.stats.stattools import durbin_watson
g = np.array([ 1 , 2 , 3 , 4 , - 3 , - 2 , - 1 ])
gfg = durbin_watson(g)
print (gfg)
|
Output :
1.2272727272727273
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