使用 Durbin-Watson 统计量检验自相关

使用 Durbin-Watson 统计量检验回归模型中的误差是否存在自相关。自相关表示相邻观测值的误差是相关的。如果误差是相关的,那么最小二乘回归可能会低估系数的标准误。低估标准误可能会使并不显著的预测变量显得非常显著。

例如,每日股价数据的回归模型误差可能取决于以前的观测值,因为前一天的股价会影响第二天的股价。

Durbin-Watson 统计量 (D) 以观测值的顺序(行)为条件。Minitab 假设观测值遵循有意义的顺序(如时间顺序)。Durbin-Watson 统计量确定相邻误差项之间的相关性是否为零。

要从检验中得出结论,可以将显示的 Durbin-Watson 统计量值与 Savin 和 White1 提供的下表中正确的下限和上限进行比较。如果 D > DU,表示不存在相关性;如果 D < DL,表示存在正相关性;如果 D 介于上下限之间,则无法从检验中得出结论。该表提供了用于检验一阶正自相关的值。该检验的显著性水平为 0.05。该表适用于具有截距的模型。

还可以使用此表检验一阶负自相关。检验统计量为 (4 – D)。如果 (4 – D) > DU,表示不存在相关性;如果 (4 – D) < DL,表示存在负相关性;如果 (4 – D) 介于上下限之间,则无法从检验中得出结论。2

要计算 Durbin-Watson 统计量,请选择统计 > 回归 > 回归 > 拟合回归模型,单击结果,然后检查Durbin-Watson 统计量

样本数量 项数(包括截距) DL DU
6 2 .61018 1.40015
7 2 .69955 1.35635
7 3 .46723 1.89636
8 2 .7629 1.33238
8 3 .55907 1.77711
8 4 .36744 2.28664
9 2 .82428 1.31988
9 3 .6291 1.69926
9 4 .45476 2.12816
9 5 .29571 2.5881
10 2 .87913 1.31971
10 3 .69715 1.64134
10 4 .52534 2.01632
10 5 .37602 2.41365
10 6 .24269 2.82165
11 2 .92733 1.32409
11 3 .75798 1.60439
11 4 .59477 1.92802
11 5 .44406 2.28327
11 6 .31549 2.64456
11 7 .20253 3.00447
12 2 .97076 1.33137
12 3 .81221 1.57935
12 4 .65765 1.86397
12 5 .51198 2.17662
12 6 .37956 2.50609
12 7 .26813 2.83196
12 8 .17144 3.1494
13 2 1.00973 1.3404
13 3 .86124 1.56212
13 4 .71465 1.81593
13 5 .57446 2.09428
13 6 .44448 2.38967
13 7 .32775 2.69204
13 8 .23049 2.98506
13 9 .14693 3.26577
14 2 1.04495 1.35027
14 3 .90544 1.55066
14 4 .76666 1.77882
14 5 .63206 2.02955
14 6 .50516 2.29593
14 7 .38897 2.57158
14 8 .28559 2.84769
14 9 .20013 3.11121
14 10 .12726 3.36038
15 2 1.07697 1.36054
15 3 .94554 1.54318
15 4 .81396 1.75014
15 5 .68519 1.97735
15 6 .56197 2.21981
15 7 .44707 2.47148
15 8 .3429 2.72698
15 9 .2509 2.97866
15 10 .17531 3.21604
15 11 .11127 3.43819
16 2 1.10617 1.37092
16 3 .98204 1.5386
16 4 .85718 1.72773
16 5 .734 1.93506
16 6 .61495 2.15672
16 7 .50223 2.38813
16 8 .39805 2.62409
16 9 .30433 2.86009
16 10 .22206 3.08954
16 11 .15479 3.30391
16 12 .09809 3.50287
17 2 1.13295 1.38122
17 3 1.01543 1.53614
17 4 .89675 1.71009
17 5 .77898 1.90047
17 6 .66414 2.10414
17 7 .55423 2.31755
17 8 .45107 2.5366
17 9 .35639 2.75688
17 10 .27177 2.97455
17 11 .19784 3.184
17 12 .13763 3.37817
17 13 .08711 3.55716
18 2 1.15759 1.39133
18 3 1.04607 1.53525
18 4 .9331 1.69614
18 5 .82044 1.87189
18 6 .70984 2.06
18 7 .60301 2.2575
18 8 .50158 2.46122
18 9 .40702 2.66753
18 10 .32076 2.87268
18 11 .24405 3.07345
18 12 .17732 3.26497
18 13 .12315 3.44141
18 14 .07786 3.60315
19 2 1.18037 1.40118
19 3 1.0743 1.53553
19 4 .96659 1.68509
19 5 .85876 1.84815
19 6 .75231 2.02262
19 7 .6487 2.20614
19 8 .54938 2.39602
19 9 .45571 2.58939
19 10 .36889 2.78312
19 11 .29008 2.97399
19 12 .22029 3.1593
19 13 .15979 3.33481
19 14 .11082 3.49566
19 15 .07001 3.64241
20 2 1.20149 1.41073
20 3 1.1004 1.53668
20 4 .99755 1.67634
20 5 .89425 1.82828
20 6 .79179 1.99079
20 7 .69146 2.16189
20 8 .59454 2.33937
20 9 .5022 2.52082
20 10 .41559 2.70374
20 11 .33571 2.88535
20 12 .26349 3.06292
20 13 .19978 3.23417
20 14 .14472 3.3954
20 15 .10024 3.5425
20 16 .06327 3.67619
21 2 1.22115 1.41997
21 3 1.12461 1.53849
21 4 1.02624 1.66942
21 5 .92719 1.81157
21 6 .82856 1.9635
21 7 .73149 2.12355
21 8 .6371 2.28988
21 9 .54645 2.46051
21 10 .46055 2.63324
21 11 .38035 2.80588
21 12 .30669 2.976
21 13 .24033 3.14129
21 14 .18198 3.29979
21 15 .13166 3.44827
21 16 .09111 3.58322
21 17 .05747 3.70544
22 2 1.23949 1.42888
22 3 1.14713 1.54079
22 4 1.05292 1.66398
22 5 .95783 1.79744
22 6 .86285 1.93996
22 7 .76898 2.09015
22 8 .67719 2.24646
22 9 .58843 2.40718
22 10 .50363 2.57051
22 11 .42363 2.73452
22 12 .34926 2.89726
22 13 .28119 3.05662
22 14 .22003 3.21061
22 15 .16642 3.35756
22 16 .12028 3.49463
22 17 .08315 3.6188
22 18 .05242 3.73092
23 2 1.25665 1.43747
23 3 1.16815 1.54346
23 4 1.07778 1.65974
23 5 .98639 1.78546
23 6 .89488 1.91958
23 7 .8041 2.06093
23 8 .71493 2.20816
23 9 .62821 2.35988
23 10 .54478 2.51449
23 11 .46541 2.67038
23 12 .39083 2.82585
23 13 .32172 2.97919
23 14 .25866 3.12852
23 15 .20216 3.27216
23 16 .15274 3.40865
23 17 .11029 3.53549
23 18 .07619 3.65007
23 19 .04801 3.75327
24 2 1.27276 1.44575
24 3 1.18781 1.54639
24 4 1.101 1.65649
24 5 1.01309 1.77526
24 6 .92486 1.90184
24 7 .83706 2.03522
24 8 .75048 2.17427
24 9 .66589 2.31774
24 10 .584 2.46431
24 11 .50554 2.6126
24 12 .43119 2.76111
24 13 .36156 2.90835
24 14 .29723 3.05282
24 15 .23869 3.19285
24 16 .18635 3.327
24 17 .14066 3.45402
24 18 .1015 3.57167
24 19 .07006 3.67769
24 20 .04413 3.77297
25 2 1.28791 1.45371
25 3 1.20625 1.54954
25 4 1.12276 1.65403
25 5 1.03811 1.76655
25 6 .95297 1.88634
25 7 .86803 2.01252
25 8 .784 2.14412
25 9 .70154 2.28007
25 10 .62133 2.41924
25 11 .54401 2.56041
25 12 .47019 2.70229
25 13 .40046 2.8436
25 14 .33536 2.983
25 15 .27536 3.11913
25 16 .2209 3.25058
25 17 .17231 3.37604
25 18 .12995 3.49447
25 19 .09371 3.60384
25 20 .06465 3.7022
25 21 .0407 3.79041
26 2 1.30219 1.46139
26 3 1.22358 1.55281
26 4 1.14319 1.65225
26 5 1.06158 1.75911
26 6 .97937 1.87274
26 7 .89717 1.9924
26 8 .81561 2.11722
26 9 .73529 2.24629
26 10 .65683 2.37862
26 11 .58079 2.51315
26 12 .50775 2.64877
26 13 .43825 2.78436
26 14 .37279 2.91872
26 15 .31182 3.05067
26 16 .25578 3.17904
26 17 .20499 3.30253
26 18 .15977 3.42006
26 19 .12041 3.53067
26 20 .08677 3.63257
26 21 .05983 3.72404
27 2 1.31568 1.46878
27 3 1.23991 1.5562
27 4 1.16239 1.65101
27 5 1.08364 1.75274
27 6 1.00421 1.86079
27 7 .92463 1.97449
27 8 .84546 2.09313
27 9 .76726 2.21588
27 10 .69057 2.3419
27 11 .61593 2.47026
27 12 .54385 2.59997
27 13 .47482 2.73007
27 14 .40933 2.8595
27 15 .3478 2.98721
27 16 .29062 3.11215
27 17 .23816 3.23327
27 18 .19072 3.34944
27 19 .14853 3.45967
27 20 .11188 3.56318
27 21 .08057 3.65833
28 2 1.32844 1.47589
28 3 1.25534 1.55964
28 4 1.18051 1.65025
28 5 1.10444 1.74728
28 6 1.02762 1.85022
28 7 .95052 1.95851
28 8 .87366 2.07148
28 9 .79754 2.18844
28 10 .72265 2.30862
28 11 .64947 2.43122
28 12 .57848 2.5554
28 13 .51013 2.68025
28 14 .44486 2.80489
28 15 .38308 2.92838
28 16 .32517 3.04976
28 17 .27146 3.16812
28 18 .22228 3.28249
28 19 .17787 3.39189
28 20 .13843 3.49546
28 21 .10421 3.59248
29 2 1.34054 1.48275
29 3 1.26992 1.56312
29 4 1.19762 1.64987
29 5 1.12407 1.7426
29 6 1.04971 1.84088
29 7 .97499 1.9442
29 8 .90036 2.05196
29 9 .82626 2.16358
29 10 .75316 2.27837
29 11 .68148 2.39562
29 12 .61166 2.51459
29 13 .54413 2.63447
29 14 .47929 2.75449
29 15 .41753 2.87381
29 16 .35918 2.9916
29 17 .30461 3.107
29 18 .25409 3.21917
29 19 .2079 3.32728
29 20 .16625 3.43042
29 21 .12931 3.52786
30 2 1.35204 1.48936
30 3 1.28373 1.56661
30 4 1.2138 1.64981
30 5 1.14262 1.7386
30 6 1.0706 1.83259
30 7 .99815 1.93133
30 8 .92564 2.03432
30 9 .85351 2.14102
30 10 .78217 2.2508
30 11 .71202 2.36307
30 12 .64345 2.47714
30 13 .57685 2.59233
30 14 .51259 2.70793
30 15 .45105 2.82319
30 16 .39255 2.93738
30 17 .3374 3.04971
30 18 .2859 3.15946
30 19 .2383 3.26584
30 20 .19485 3.36811
30 21 .15572 3.46549
31 2 1.36298 1.49574
31 3 1.29685 1.57011
31 4 1.22915 1.65002
31 5 1.16021 1.73518
31 6 1.0904 1.82522
31 7 1.02008 1.91976
31 8 .94962 2.01834
31 9 .8794 2.12046
31 10 .80979 2.22562
31 11 .74115 2.33323
31 12 .67387 2.44273
31 13 .60828 2.55347
31 14 .54474 2.66484
31 15 .48358 2.77618
31 16 .42513 2.8868
31 17 .36966 2.99604
31 18 .31748 3.10322
31 19 .26882 3.20762
31 20 .22392 3.30859
31 21 .18298 3.40545
32 2 1.3734 1.5019
32 3 1.30932 1.57358
32 4 1.24371 1.65046
32 5 1.17688 1.73226
32 6 1.10916 1.81867
32 7 1.04088 1.90931
32 8 .97239 2.00381
32 9 .90401 2.10171
32 10 .83609 2.20255
32 11 .76897 2.30583
32 12 .70299 2.41102
32 13 .63847 2.51758
32 14 .57573 2.62493
32 15 .5151 2.73248
32 16 .45685 2.83963
32 17 .40129 2.94576
32 18 .34866 3.05028
32 19 .29923 3.15253
32 20 .25319 3.25193
32 21 .21078 3.34784
33 2 1.38335 1.50784
33 3 1.32119 1.57703
33 4 1.25756 1.6511
33 5 1.19272 1.72978
33 6 1.12698 1.81282
33 7 1.06065 1.89986
33 8 .99402 1.99057
33 9 .92743 2.08455
33 10 .86115 2.18137
33 11 .79554 2.28061
33 12 .73086 2.38177
33 13 .66745 2.48437
33 14 .60559 2.58789
33 15 .54558 2.69181
33 16 .48769 2.79558
33 17 .43219 2.89865
33 18 .37933 3.00046
33 19 .32935 3.10046
33 20 .28246 3.19808
33 21 .23887 3.29275
34 2 1.39285 1.51358
34 3 1.33251 1.58045
34 4 1.27074 1.65189
34 5 1.20779 1.7277
34 6 1.14393 1.80758
34 7 1.07944 1.89129
34 8 1.01462 1.97849
34 9 .94973 2.06882
34 10 .88506 2.1619
34 11 .82091 2.25735
34 12 .75755 2.35473
34 13 .69527 2.45359
34 14 .63433 2.55348
34 15 .57503 2.65392
34 16 .5176 2.75442
34 17 .46231 2.85449
34 18 .40939 2.95361
34 19 .35907 3.05127
34 20 .31155 3.14697
34 21 .26704 3.2402
35 2 1.40194 1.51914
35 3 1.34332 1.58382
35 4 1.2833 1.65282
35 5 1.22214 1.72593
35 6 1.16007 1.80292
35 7 1.09735 1.88351
35 8 1.03424 1.96743
35 9 .97099 2.05436
35 10 .90788 2.14395
35 11 .84516 2.23585
35 12 .78311 2.32966
35 13 .72197 2.42501
35 14 .662 2.52146
35 15 .60346 2.61858
35 16 .54659 2.71593
35 17 .49162 2.81306
35 18 .43878 2.90951
35 19 .38829 3.00481
35 20 .34034 3.09851
35 21 .29513 3.19013
36 2 1.41065 1.52451
36 3 1.35365 1.58716
36 4 1.2953 1.65387
36 5 1.23583 1.72447
36 6 1.17545 1.79873
36 7 1.11441 1.87643
36 8 1.05294 1.9573
36 9 .99128 2.04104
36 10 .92967 2.12737
36 11 .86836 2.21594
36 12 .80759 2.30642
36 13 .74759 2.39844
36 14 .68861 2.49162
36 15 .63089 2.58557
36 16 .57463 2.6799
36 17 .52008 2.77418
36 18 .46745 2.868
36 19 .41692 2.96095
36 20 .36871 3.05259
36 21 .32299 3.14249
37 2 1.419 1.52971
37 3 1.36354 1.59044
37 4 1.30678 1.65501
37 5 1.24891 1.72327
37 6 1.19014 1.79499
37 7 1.13071 1.86998
37 8 1.07081 1.94799
37 9 1.01066 2.02876
37 10 .95051 2.11203
37 11 .89057 2.19749
37 12 .83105 2.28481
37 13 .77219 2.37369
37 14 .71421 2.46378
37 15 .65734 2.55471
37 16 .60177 2.64613
37 17 .54771 2.73765
37 18 .49537 2.82891
37 19 .44494 2.91951
37 20 .39661 3.00907
37 21 .35054 3.09719
38 2 1.42702 1.53475
38 3 1.37301 1.59368
38 4 1.31774 1.65625
38 5 1.2614 1.72229
38 6 1.20418 1.79164
38 7 1.14627 1.86409
38 8 1.08787 1.93942
38 9 1.02919 2.01742
38 10 .97045 2.09782
38 11 .91183 2.18033
38 12 .85356 2.2647
38 13 .79583 2.35061
38 14 .73886 2.43775
38 15 .68284 2.52581
38 16 .62799 2.61444
38 17 .57448 2.70332
38 18 .52253 2.79207
38 19 .47229 2.88036
38 20 .42396 2.96784
38 21 .37769 3.05412
39 2 1.43473 1.53963
39 3 1.3821 1.59686
39 4 1.32827 1.65754
39 5 1.27338 1.72152
39 6 1.21761 1.78863
39 7 1.16116 1.8587
39 8 1.10419 1.93153
39 9 1.04692 2.00692
39 10 .98953 2.0846
39 11 .9322 2.16437
39 12 .87514 2.24594
39 13 .81853 2.32904
39 14 .76257 2.4134
39 15 .70743 2.49872
39 16 .65333 2.58469
39 17 .60044 2.671
39 18 .54891 2.75733
39 19 .49896 2.84336
39 20 .45072 2.92876
39 21 .40437 3.0132
40 2 1.44214 1.54436
40 3 1.39083 1.59999
40 4 1.33835 1.65889
40 5 1.28484 1.72092
40 6 1.23047 1.78594
40 7 1.17541 1.85378
40 8 1.11983 1.92426
40 9 1.06391 1.99717
40 10 1.00782 2.07233
40 11 .95174 2.1495
40 12 .89585 2.22843
40 13 .84035 2.30888
40 14 .78539 2.3906
40 15 .73115 2.4733
40 16 .67782 2.55672
40 17 .62556 2.64056
40 18 .57454 2.72455
40 19 .52492 2.80836
40 20 .47687 2.89172
40 21 .43054 2.97431
41 2 1.44927 1.54895
41 3 1.39922 1.60307
41 4 1.34803 1.66028
41 5 1.29584 1.72048
41 6 1.2428 1.78353
41 7 1.18907 1.84926
41 8 1.13481 1.91753
41 9 1.08019 1.98813
41 10 1.02536 2.06089
41 11 .9705 2.13561
41 12 .91576 2.21204
41 13 .86132 2.28998
41 14 .80736 2.36919
41 15 .75402 2.44941
41 16 .70146 2.53039
41 17 .64987 2.61187
41 18 .5994 2.69358
41 19 .55018 2.77525
41 20 .50238 2.8566
41 21 .45615 2.93734
42 2 1.45615 1.5534
42 3 1.4073 1.60608
42 4 1.35733 1.66172
42 5 1.3064 1.72019
42 6 1.25463 1.78137
42 7 1.20218 1.84512
42 8 1.14918 1.9113
42 9 1.09581 1.97972
42 10 1.04219 2.05023
42 11 .98851 2.12262
42 12 .93489 2.1967
42 13 .88151 2.27227
42 14 .82852 2.34909
42 15 .77607 2.42694
42 16 .72431 2.50558
42 17 .67341 2.5848
42 18 .6235 2.66432
42 19 .57474 2.74389
42 20 .52726 2.82328
42 21 .48121 2.9022
43 2 1.46278 1.55773
43 3 1.41507 1.60905
43 4 1.36629 1.66319
43 5 1.31655 1.72002
43 6 1.266 1.77944
43 7 1.21476 1.84132
43 8 1.16298 1.90552
43 9 1.1108 1.97189
43 10 1.05837 2.04027
43 11 1.00581 2.11047
43 12 .95328 2.18231
43 13 .90093 2.25562
43 14 .84891 2.33017
43 15 .79734 2.40577
43 16 .74639 2.4822
43 17 .69619 2.55922
43 18 .64688 2.63664
43 19 .5986 2.71419
43 20 .55149 2.79164
43 21 .50568 2.86878
44 2 1.4692 1.56193
44 3 1.42257 1.61196
44 4 1.3749 1.66467
44 5 1.32631 1.71996
44 6 1.27692 1.77772
44 7 1.22685 1.83784
44 8 1.17624 1.90017
44 9 1.12522 1.9646
44 10 1.0739 2.03095
44 11 1.02245 2.09907
44 12 .97099 2.16881
44 13 .91964 2.23997
44 14 .86856 2.31237
44 15 .81787 2.38581
44 16 .76771 2.46011
44 17 .71822 2.53505
44 18 .66953 2.61043
44 19 .62177 2.68601
44 20 .57507 2.76161
44 21 .52954 2.83698
45 2 1.47538 1.56602
45 3 1.4298 1.61482
45 4 1.3832 1.66618
45 5 1.33571 1.71999
45 6 1.28744 1.77618
45 7 1.23849 1.83462
45 8 1.18899 1.8952
45 9 1.13907 1.95778
45 10 1.08886 2.02222
45 11 1.03846 2.08839
45 12 .98802 2.15611
45 13 .93765 2.22524
45 14 .8875 2.29558
45 15 .83769 2.36698
45 16 .78833 2.43924
45 17 .73955 2.51218
45 18 .69149 2.58559
45 19 .64427 2.65929
45 20 .59801 2.73306
45 21 .55282 2.80672
46 2 1.48136 1.56999
46 3 1.43677 1.61763
46 4 1.39121 1.66769
46 5 1.34477 1.72012
46 6 1.29756 1.77482
46 7 1.24969 1.83167
46 8 1.20127 1.89058
46 9 1.15242 1.95141
46 10 1.10325 2.01404
46 11 1.05388 2.07834
46 12 1.00443 2.14416
46 13 .95503 2.21134
46 14 .90578 2.27974
46 15 .85681 2.34918
46 16 .80825 2.4195
46 17 .7602 2.49051
46 18 .71278 2.56205
46 19 .66611 2.63391
46 20 .62032 2.70593
46 21 .5755 2.7779
47 2 1.48715 1.57386
47 3 1.44352 1.62038
47 4 1.39894 1.66923
47 5 1.3535 1.72033
47 6 1.30731 1.77361
47 7 1.26047 1.82895
47 8 1.21309 1.88627
47 9 1.16526 1.94545
47 10 1.1171 2.00636
47 11 1.06873 2.06889
47 12 1.02026 2.1329
47 13 .97178 2.19824
47 14 .92342 2.26478
47 15 .87529 2.33235
47 16 .82751 2.4008
47 17 .78018 2.46998
47 18 .73341 2.5397
47 19 .68732 2.6098
47 20 .642 2.68011
47 21 .59759 2.75044
48 2 1.49275 1.57762
48 3 1.45004 1.62308
48 4 1.4064 1.67076
48 5 1.36192 1.72061
48 6 1.31672 1.77253
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183 2 1.7471 1.76906
183 3 1.73604 1.78021
183 4 1.7249 1.7915
183 5 1.71367 1.80291
183 6 1.70234 1.81447
183 7 1.69091 1.82617
183 8 1.6794 1.83799
183 9 1.66781 1.84995
183 10 1.65613 1.86205
183 11 1.64437 1.87427
183 12 1.63252 1.88662
183 13 1.62059 1.8991
183 14 1.60858 1.9117
183 15 1.5965 1.92442
183 16 1.58435 1.93727
183 17 1.57211 1.95025
183 18 1.5598 1.96333
183 19 1.54743 1.97655
183 20 1.53499 1.98987
183 21 1.52248 2.00331
184 2 1.74781 1.76965
184 3 1.73681 1.78074
184 4 1.72574 1.79195
184 5 1.71456 1.80332
184 6 1.70329 1.81481
184 7 1.69194 1.82643
184 8 1.6805 1.83819
184 9 1.66896 1.85008
184 10 1.65735 1.8621
184 11 1.64565 1.87425
184 12 1.63387 1.88652
184 13 1.62201 1.89892
184 14 1.61008 1.91145
184 15 1.59807 1.9241
184 16 1.58598 1.93687
184 17 1.57382 1.94976
184 18 1.56159 1.96276
184 19 1.54929 1.97588
184 20 1.53691 1.98912
184 21 1.52448 2.00248
185 2 1.74851 1.77024
185 3 1.73759 1.78127
185 4 1.72656 1.79242
185 5 1.71545 1.80371
185 6 1.70424 1.81514
185 7 1.69295 1.8267
185 8 1.68157 1.83838
185 9 1.6701 1.85021
185 10 1.65856 1.86215
185 11 1.64693 1.87424
185 12 1.63522 1.88644
185 13 1.62343 1.89876
185 14 1.61156 1.91121
185 15 1.59962 1.92377
185 16 1.5876 1.93646
185 17 1.57551 1.94928
185 18 1.56335 1.9622
185 19 1.55112 1.97525
185 20 1.53882 1.98839
185 21 1.52646 2.00166
186 2 1.74921 1.77082
186 3 1.73835 1.78178
186 4 1.72738 1.79288
186 5 1.71633 1.80411
186 6 1.70519 1.81547
186 7 1.69396 1.82696
186 8 1.68264 1.83858
186 9 1.67124 1.85034
186 10 1.65976 1.86222
186 11 1.64819 1.87422
186 12 1.63655 1.88635
186 13 1.62482 1.8986
186 14 1.61303 1.91097
186 15 1.60115 1.92346
186 16 1.5892 1.93607
186 17 1.57718 1.94881
186 18 1.56509 1.96165
186 19 1.55293 1.97461
186 20 1.54071 1.98768
186 21 1.52841 2.00086
187 2 1.74991 1.7714
187 3 1.7391 1.7823
187 4 1.72819 1.79334
187 5 1.7172 1.8045
187 6 1.70612 1.8158
187 7 1.69495 1.82723
187 8 1.6837 1.83878
187 9 1.67236 1.85046
187 10 1.66095 1.86227
187 11 1.64945 1.8742
187 12 1.63786 1.88626
187 13 1.62621 1.89843
187 14 1.61448 1.91074
187 15 1.60267 1.92315
187 16 1.59079 1.93568
187 17 1.57884 1.94834
187 18 1.56682 1.9611
187 19 1.55473 1.97397
187 20 1.54258 1.98697
187 21 1.53035 2.00007
188 2 1.75059 1.77197
188 3 1.73984 1.78282
188 4 1.729 1.79379
188 5 1.71806 1.80489
188 6 1.70704 1.81613
188 7 1.69594 1.82749
188 8 1.68475 1.83897
188 9 1.67348 1.85059
188 10 1.66212 1.86233
188 11 1.65069 1.8742
188 12 1.63918 1.88617
188 13 1.62758 1.89829
188 14 1.61592 1.91051
188 15 1.60418 1.92284
188 16 1.59236 1.93531
188 17 1.58048 1.94788
188 18 1.56853 1.96057
188 19 1.55651 1.97336
188 20 1.54443 1.98627
188 21 1.53228 1.99929
189 2 1.75128 1.77254
189 3 1.74058 1.78332
189 4 1.7298 1.79424
189 5 1.71892 1.80528
189 6 1.70796 1.81645
189 7 1.69691 1.82775
189 8 1.68579 1.83917
189 9 1.67458 1.85072
189 10 1.66328 1.86239
189 11 1.65192 1.87419
189 12 1.64047 1.8861
189 13 1.62894 1.89813
189 14 1.61734 1.91028
189 15 1.60567 1.92255
189 16 1.59393 1.93493
189 17 1.58211 1.94743
189 18 1.57022 1.96003
189 19 1.55828 1.97275
189 20 1.54625 1.98558
189 21 1.53417 1.99852
190 2 1.75196 1.77311
190 3 1.74132 1.78383
190 4 1.73059 1.79468
190 5 1.71977 1.80567
190 6 1.70887 1.81678
190 7 1.69789 1.82801
190 8 1.68682 1.83937
190 9 1.67567 1.85086
190 10 1.66444 1.86246
190 11 1.65313 1.87418
190 12 1.64175 1.88602
190 13 1.63028 1.89798
190 14 1.61875 1.91007
190 15 1.60714 1.92226
190 16 1.59547 1.93456
190 17 1.58372 1.94699
190 18 1.5719 1.95952
190 19 1.56001 1.97216
190 20 1.54807 1.9849
190 21 1.53605 1.99776
191 2 1.75262 1.77366
191 3 1.74204 1.78433
191 4 1.73138 1.79513
191 5 1.72061 1.80605
191 6 1.70978 1.81711
191 7 1.69884 1.82827
191 8 1.68784 1.83957
191 9 1.67675 1.85098
191 10 1.66558 1.86252
191 11 1.65434 1.87418
191 12 1.64301 1.88595
191 13 1.63162 1.89784
191 14 1.62015 1.90985
191 15 1.60861 1.92197
191 16 1.59699 1.93421
191 17 1.58531 1.94654
191 18 1.57356 1.959
191 19 1.56175 1.97157
191 20 1.54987 1.98424
191 21 1.53792 1.99702
192 2 1.75329 1.77422
192 3 1.74277 1.78483
192 4 1.73215 1.79557
192 5 1.72145 1.80644
192 6 1.71066 1.81743
192 7 1.6998 1.82854
192 8 1.68885 1.83977
192 9 1.67783 1.85111
192 10 1.66671 1.86259
192 11 1.65553 1.87418
192 12 1.64427 1.88588
192 13 1.63294 1.8977
192 14 1.62153 1.90964
192 15 1.61006 1.92168
192 16 1.59851 1.93385
192 17 1.58689 1.94612
192 18 1.5752 1.9585
192 19 1.56345 1.97099
192 20 1.55165 1.98358
192 21 1.53977 1.99628
193 2 1.75396 1.77477
193 3 1.74348 1.78533
193 4 1.73293 1.79601
193 5 1.72228 1.80682
193 6 1.71155 1.81775
193 7 1.70074 1.82879
193 8 1.68986 1.83996
193 9 1.67889 1.85125
193 10 1.66784 1.86266
193 11 1.65672 1.87417
193 12 1.64553 1.88581
193 13 1.63425 1.89756
193 14 1.6229 1.90943
193 15 1.61149 1.92141
193 16 1.6 1.93349
193 17 1.58845 1.94569
193 18 1.57683 1.958
193 19 1.56515 1.97041
193 20 1.55341 1.98293
193 21 1.54159 1.99555
194 2 1.75461 1.77533
194 3 1.74419 1.78583
194 4 1.73369 1.79645
194 5 1.7231 1.80719
194 6 1.71243 1.81806
194 7 1.70168 1.82905
194 8 1.69085 1.84016
194 9 1.67994 1.85138
194 10 1.66895 1.86272
194 11 1.65789 1.87418
194 12 1.64676 1.88575
194 13 1.63554 1.89743
194 14 1.62427 1.90923
194 15 1.61291 1.92114
194 16 1.60149 1.93315
194 17 1.59001 1.94529
194 18 1.57845 1.95752
194 19 1.56683 1.96985
194 20 1.55514 1.9823
194 21 1.54341 1.99484
195 2 1.75526 1.77586
195 3 1.7449 1.78632
195 4 1.73445 1.79688
195 5 1.72392 1.80757
195 6 1.7133 1.81838
195 7 1.70261 1.8293
195 8 1.69183 1.84035
195 9 1.68099 1.85151
195 10 1.67005 1.86279
195 11 1.65905 1.87418
195 12 1.64798 1.88569
195 13 1.63683 1.89731
195 14 1.62561 1.90903
195 15 1.61432 1.92087
195 16 1.60296 1.93282
195 17 1.59154 1.94487
195 18 1.58005 1.95704
195 19 1.56849 1.9693
195 20 1.55687 1.98166
195 21 1.5452 1.99413
196 2 1.75591 1.7764
196 3 1.74559 1.7868
196 4 1.7352 1.79731
196 5 1.72473 1.80794
196 6 1.71416 1.81869
196 7 1.70352 1.82956
196 8 1.69282 1.84055
196 9 1.68202 1.85164
196 10 1.67115 1.86286
196 11 1.6602 1.87419
196 12 1.64919 1.88563
196 13 1.6381 1.89718
196 14 1.62695 1.90884
196 15 1.61571 1.92061
196 16 1.60442 1.93249
196 17 1.59306 1.94447
196 18 1.58164 1.95656
196 19 1.57014 1.96875
196 20 1.55859 1.98104
196 21 1.54697 1.99344
197 2 1.75655 1.77694
197 3 1.74629 1.78728
197 4 1.73595 1.79774
197 5 1.72553 1.80831
197 6 1.71502 1.819
197 7 1.70444 1.82982
197 8 1.69378 1.84074
197 9 1.68305 1.85178
197 10 1.67223 1.86293
197 11 1.66135 1.87419
197 12 1.65039 1.88558
197 13 1.63936 1.89705
197 14 1.62827 1.90865
197 15 1.6171 1.92036
197 16 1.60586 1.93216
197 17 1.59456 1.94408
197 18 1.5832 1.95609
197 19 1.57177 1.96821
197 20 1.56028 1.98043
197 21 1.54873 1.99275
198 2 1.75719 1.77747
198 3 1.74698 1.78776
198 4 1.73669 1.79817
198 5 1.72632 1.80868
198 6 1.71588 1.81932
198 7 1.70534 1.83007
198 8 1.69474 1.84094
198 9 1.68406 1.85192
198 10 1.6733 1.86301
198 11 1.66248 1.8742
198 12 1.65159 1.88552
198 13 1.64061 1.89694
198 14 1.62957 1.90846
198 15 1.61846 1.9201
198 16 1.6073 1.93184
198 17 1.59605 1.94368
198 18 1.58476 1.95563
198 19 1.57338 1.96769
198 20 1.56196 1.97983
198 21 1.55047 1.99208
199 2 1.75781 1.778
199 3 1.74766 1.78824
199 4 1.73743 1.79858
199 5 1.72711 1.80905
199 6 1.71671 1.81963
199 7 1.70624 1.83032
199 8 1.69569 1.84113
199 9 1.68507 1.85205
199 10 1.67437 1.86308
199 11 1.6636 1.87422
199 12 1.65277 1.88547
199 13 1.64185 1.89683
199 14 1.63088 1.90828
199 15 1.61983 1.91985
199 16 1.60872 1.93152
199 17 1.59754 1.9433
199 18 1.58629 1.95518
199 19 1.57499 1.96716
199 20 1.56362 1.97923
199 21 1.5522 1.99141
200 2 1.75844 1.77852
200 3 1.74833 1.78871
200 4 1.73815 1.79901
200 5 1.72789 1.80942
200 6 1.71755 1.81994
200 7 1.70713 1.83057
200 8 1.69663 1.84133
200 9 1.68607 1.85219
200 10 1.67543 1.86316
200 11 1.66471 1.87423
200 12 1.65394 1.88541
200 13 1.64308 1.89671
200 14 1.63216 1.9081
200 15 1.62117 1.91961
200 16 1.61011 1.93122
200 17 1.599 1.94292
200 18 1.58781 1.95473
200 19 1.57657 1.96665
200 20 1.56527 1.97865
200 21 1.5539 1.99075
1 Savin, N. E. 和 White, K. J. (1977)。The Durbin-Watson test for serial correlation with extreme sample sizes or many regressors(Durbin-Watson 使用极限样本数量或多个回归检验序列相关性)。Econometrica,45(8),第 1989-1996 页。
2 Durbin, J. 和 Watson, G.S. (1951)。Testing for serial correlation in least squares regression II(基于最小二乘回归检验序列相关性 II)。Biometrika, 38(1/2),第 159-177 页。doi:10.1093/biomet/38.1-2.159