In statistics, I am running a D-W Test, on SAS 9.4 and the results are as follow
ID: 3254487 • Letter: I
Question
In statistics,
I am running a D-W Test, on SAS 9.4
and the results are as following.
The AUTOREG Procedure
Ordinary Least Squares Estimates
SSE
2581.15736
DFE
237
MSE
10.89096
Root MSE
3.30015
SBC
1257.91312
AIC
1250.9602
MAE
2.63651128
AICC
1251.01104
MAPE
198.764994
HQC
1253.76204
Regress R-Square
0.0319
Total R-Square
0.0319
Durbin-Watson Statistics
Order
DW
Pr < DW
Pr > DW
1
1.7333
0.0181
0.9819
2
2.0095
0.5524
0.4476
3
2.2369
0.9762
0.0238
4
2.3391
0.9978
0.0022
NOTE: PrDW is the p-value for testing negative autocorrelation.
Parameter Estimates
Variable
DF
Estimate
Standard
Error
t Value
Approx
Pr > |t|
Intercept
1
0.1406
0.2135
0.66
0.5108
urateg
1
-0.0680
0.0243
-2.80
0.0056
What is the meaning of these results? Does it have autocorrelation?? Please help me!! Thanks!!
Ordinary Least Squares Estimates
SSE
2581.15736
DFE
237
MSE
10.89096
Root MSE
3.30015
SBC
1257.91312
AIC
1250.9602
MAE
2.63651128
AICC
1251.01104
MAPE
198.764994
HQC
1253.76204
Regress R-Square
0.0319
Total R-Square
0.0319
Explanation / Answer
We observe that the Durbin Watson statistics is significant a lags of order 3 and 4 indicating autocorrelation of lags 3 and 4 exists.
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