Definition:Durbin-Watson Statistic

Definition

The Durbin-Watson statistic is a statistic used in time series analysis to test whether there is a correlation between successive errors.

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Also see

• Results about the Durbin-Watson statistic can be found here.

Source of Name

This entry was named for James Durbin and Geoffrey Stuart Watson.

Historical Note

The Durbin-Watson statistic was developed by James Durbin and Geoffrey Stuart Watson in $1950$.

Sources

• 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): Durbin-Watson statistic
• 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): Durbin-Watson statistic