[Gretl-users] Durbin Watson p-value

Good morning We are not quite sure about the interpretation of the Durbin Watson p-value. According to the user`s guide “an approximate P-value for the null of no serial correlation (rho= 0) against the alternative of rho> 0 may be available via the accessor $dwpval”. However when using this Gretl option it apparently provides the left-tail probability, for example Durbin-Watson = 1,38 p = 0,003 Durbin-Watson = 2,33919 p = 0,785174 Assuming this, the Durbin Watson two-tailed test (rho= 0 against rho different from zero) should consider the p value: 2p in case DW is lower than 2 2(1-p) for DW higher than 2 We would be very grateful if you could confirm this Thanks and best regards --- Ana Jesús López Menéndez, anaj@uniovi.es<mailto:anaj@uniovi.es> Catedrática de Economía Aplicada Universidad de Oviedo, Departamento de Economía Aplicada https://www.researchgate.net/profile/Ana_Lopez-Menendez/ https://sites.google.com/site/hispalinkasturias/ http://uniovi.academia.edu/AnaJesúsLópezMenéndez<http://uniovi.academi... P Por favor, no imprimas este correo si no es realmente necesario P Think Green - don't print this email unless you really need to