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Durbin-Watson test with linear regression model object

`p = dwtest(mdl)`

```
p =
dwtest(mdl,method)
```

```
p =
dwtest(mdl,method,tail)
```

```
[p,DW] =
dwtest(___)
```

returns the `p`

= dwtest(`mdl`

)*p*-value of the Durbin-Watson Test on the residuals of the linear regression model `mdl`

. The
null hypothesis is that the residuals are uncorrelated, and the alternative
hypothesis is that the residuals are autocorrelated.

[1] Durbin, J., and G. S. Watson. *Testing for Serial
Correlation in Least Squares Regression I.* Biometrika 37, pp. 409–428,
1950.

[2] Farebrother, R. W. *Pan's Procedure for the Tail
Probabilities of the Durbin-Watson Statistic.* Applied Statistics 29, pp.
224–227, 1980.

`LinearModel`

| `anova`

| `coefCI`

| `coefTest`