[Gretl-users] Durbin- Watson p-values when DW is close to Zero Supplement

R ouput for the same dataset (dwtest{lmtest}) DW = 0.2988, p-value < 2.2e-16 --- Оригінальне повідомлення --- Від кого: oleg_komashko(a)ukr.net Дата: 17 травня 2014, 14:26:52 (The regression is incorrect from econometric point of view, just to give an easily reproducible example) open /usr/local/share/gretl/data/misc/denmark.gdt ols LRM const LRY dw=$dwpval (here Durbin-Watson = 0.298798) ? dw=$dwpval Imhof integral gave negative value Error executing script: halting > dw=$dwpval May be it worth to include into the function something like this:  if dw<dw0  pvalue<e-N for some N? ! _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users