R ouput for the same dataset (dwtest{lmtest})

DW = 0.2988, p-value < 2.2e-16


--- Оригінальне повідомлення ---
Від кого: oleg_komashko@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)

From script output:

? 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?


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