The power of the Durbin Watson test when the errors are PAR(1)

Journal of Statistical Computation and Simulation

Volumn 72, Issue 6, 2002, Pages 507-516

  Albertson, K ^a   Aylen, J ^b   Lim, K B ^c  

^a MANCHESTER METROPOLITAN UNIVERSITY   (United Kingdom)

^b UNIVERSITY OF MANCHESTER   (United Kingdom)

^c NONE

Author keywords

Autocorrelation; Durbin Watson test; Mis specification; Periodicity; Power function; Seasonality

Indexed keywords

EID: 0036036053     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/00949650213700     Document Type: Article

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