durbin watson stat information help

• May 15th 2010, 08:35 PM
matlondon
durbin watson stat information help
if i have this =Durbin-Watson statistic = 0.197270
R-Sq = 96.0% R-Sq(adj) = 95.9%

from a total of 150 observations
r sq suggests its a good correlation but what does DW say as its lower than 1.
• May 15th 2010, 09:28 PM
matheagle
Quote:

Originally Posted by matlondon
if i have this =Durbin-Watson statistic = 0.197270
R-Sq = 96.0% R-Sq(adj) = 95.9%

from a total of 150 observations
r sq suggests its a good correlation but what does DW say as its lower than 1.

The large R says you have a good fit.
But the small DT stat says the data is correlated.
Durbin?Watson statistic - Wikipedia, the free encyclopedia
• May 15th 2010, 09:40 PM
matlondon
Regression Statistics
Multiple R 0.979315526
R Square 0.959058899 this says good fit
Standard Error 8386.485846 this is high because?
Observations 150

F 3466.949192 Significance F1.333E-104 this is what?

t Stat
-2.197666429
58.88080496

P-value
0.029527026
1.333E-104

Durbin-Watson Statistic 0.197190001
durbin watson is good auto correlation?
• May 15th 2010, 09:41 PM
matlondon
regression equation - 5324 + 1.239 avg loan so this allows us to plug in x to predict y