Reputation: 9
How can I get autocorrelation value using Durbin Watson test? when durbin watson test was done using dwtest()
I i got this as answer.
fit <- lm(eruptions ~ waiting, faithful.data)
dwtest(fit)
>Durbin-Watson test
+data: fit
+DW = 2.561, p-value = 1
+alternative hypothesis: true autocorrelation is greater than 0
Upvotes: 1
Views: 300
Reputation: 37879
Save the variable and then extract it. For example:
fit <- lm(mpg ~ cyl, mtcars)
dw <- dwtest(fit)
dw$statistic
# DW
#1.669691
Upvotes: 2