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Opened 11 years ago

Last modified 11 years ago

#1157 new enhancement

Add Durbin-Watson statistics

Reported by: fmunoz Owned by: Pedro Gea
Priority: major Milestone: Next
Component: Results Keywords:
Cc: LuisBlanco, Pedro Gea, Chakib Faghloumi, Daniel Eduardo Castro Morell

Description

Add d and h Durbin-Watson statistics to the results and reports

​http://en.wikipedia.org/wiki/Durbin%E2%80%93Watson_statistic

Sample implementation of d:

Set dwset =EvalSet(MMS::Container::GetEstimation(1)::GetModel.Results(?)::GetSubmodels(0), Real (NameBlock sm) {
  Text name = sm::GetName(?);
  Serie res= sm::GetResiduals(?);
  Serie rdifsq= ((1-B):res)^2;
  Real dw = SumS(rdifsq)/SumS(res*res);
  Real Eval("Real "+name+"DW = dw")
});

This is to be included later in BWS

Change History (1)

comment:1 Changed 11 years ago by Pedro Gea

Milestone: Maintenance → Next
Type: defect → enhancement
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