Durbin Watson statistic

#1
Hi all,

I would like to calculate DW critical values (up and down) for 5200 samples. I have got 3rd, 4th, 5th and 6th order polinomial equations.
How can I do this?
thanks for your help in advance!
 
#2
Durbin Watson statistic is given by

d = sum[ (et-et-1)^2 ]/ sum[et^2 ] = 2(1 - row)
if
0 < d < 2 <=> positive residual autocorrelation
2 < d < 4 <=> negative residual autocorrelation
d = 2 <=> zero residual autocorrelation

Durbin Watson test is appropriate only if 1st-order residual autocorrelation and no lagged dependent variables

If you want to test higher order correlation use Breusch-Godfrey test