Re: [Gretl-users] Durbin Watson test not work on daily data
On Mon, 21 Jul 2008, Rebecca Zhang wrote:
Somehow gretl didn't run the durbin watson test on the daily
data, but it ran on the monthly data. Does someone know why it
behaves like that?
The presence or absence of the Durbin-Watson test does not depend
on the data frequency (e.g. daily or monthly). The test is (or
should be) shown when
(a) the data are recognized as time-series (this can be adjusted,
if need be, using the menu item Data/Dataset structure).
(b) the model does _not_ contain a lagged dependent variable (in
which case the D-W statistic is not valid).
If you have a case that meets requirements (a) and (b) and
this statistic is not shown, please post the details and we'll
investigate.
--
Allin Cottrell
Department of Economics
Wake Forest University, NC