[Gretl-devel] Durbin-Watson p-values

One new thing for testing. I know this is not to everyone's taste, but I've added a function for computing the p-value for the Durbin-Watson statistic (using the Imhof method). The idea in the background was to get a correct p-value for D-W in the panel context, though that is not fully implemeted yet. You can try it out thus (a simple time-series, non-panel illustration): <script> open theil.gdt ols consume 0 relprice matrix u = $uhat matrix X = { $xlist } scalar pv = dwpval(u, X) ols consume 0 income relprice matrix u = $uhat matrix X = { $xlist } scalar pv = dwpval(u, X) Compare http://shazam.econ.ubc.ca/intro/testauto.htm#auto1 Allin