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What is Durbin-Watson Test Explained about?

The Durbin Watson test is used to detect autocorrelation in the residuals from regression analysis. It outputs a statistic between 0-4, with 2 indicating no autocorrelation. Values below 2 mean positive autocorrelation, and above 2 mean negative autocorrelation. Autocorrelation can be useful for technical analysis of security prices over time.

Author

Judy Tan

Language

EN