# dwtest

Durbin-Watson test with linear regression model object

## Description

returns the `p`

= dwtest(`mdl`

)*p*-value of the Durbin-Watson Test on the residuals of the linear regression model `mdl`

. The null hypothesis is that the residuals are uncorrelated, and the alternative hypothesis is that the residuals are autocorrelated.

## Examples

## Input Arguments

## Output Arguments

## More About

## References

[1] Durbin, J., and G. S. Watson. "Testing for Serial Correlation in Least Squares Regression I." *Biometrika* 37, pp. 409–428, 1950.

[2] Farebrother, R. W. Pan's "Procedure for the Tail Probabilities of the Durbin-Watson Statistic." *Applied Statistics* 29, pp. 224–227, 1980.

## Extended Capabilities

## Version History

**Introduced in R2012a**