3/16/2024 0 Comments Durbin watson eviews![]() ![]() ![]() Theory for the DW statistic in the fixed effects case. I haven't checked, but I'm not surprised that there isn't any inference The DW value is of course also a statistic, but a different one. I'd say that the "statistic" in the error message is the p-value, while Is this an error? The message also feels a little inconsistent as the statistic is already printed. The error message is "The statistic you requested is not available". However, the calculation of a p-value (via menu Tests -> Durbin-Watson p-value) is refused. With gretl 2017b (but also previous releases), in the Durbin-Watson statistic is printed after a panel model with fixed effects. I don't know whether this is a feature request, bug report or question. Status: open Group: Next_Release_(example) Created: Fri 09:32 AM UTC by KTTK Last Updated: Fri 09:32 AM UTC Owner: nobody Durbin-Waton statistic/p-value after panel model estimation ![]()
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