Mike
Mike

Reputation: 1069

R: durbin watson test not found

I'm trying to obtain the Durban Watson statistic for a regression I'm running in R. However, when I run the code dw.test(x~y), R keeps telling me Error: could not find function "dw.test". I've checked and the dw.test function is part of the bstats package, which is a base package.

Does anyone have any idea why R is unable to recognise the dw.test function?

Thank you!

Mike

Upvotes: 1

Views: 8863

Answers (2)

Ujjwal
Ujjwal

Reputation: 3158

The package ‘bstats’ is not available (for R version 3.0.2).

Try:

library(lmtest)
err1 <- rnorm(100)
x <- rep(c(-1,1), 50)
y1 <- 1 + x + err1
dwtest(y1 ~ x)

Upvotes: 2

Russ Hyde
Russ Hyde

Reputation: 2269

I think you have to import the function from outside of base R. Try

library(car)
dwt(lm(x ~ y))

or

durbinWatsonTest(lm(x ~ y))

Upvotes: 5

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