High Quality Content by WIKIPEDIA articles! The Durbin–Watson statistic is a test statistic used to detect the presence of autocorrelation in the residuals from a regression analysis. It is named after James Durbin and Geoffrey Watson.The critical values, dL,? and dU,?, vary by level of significance (?), the number of observations, and the number of predictors in the regression equation. Their derivation is complex—statisticians typically obtain them from the appendices of statistical texts. An important note is that the Durbin–Watson statistic, while displayed by many regression analysis programs, is not relevant in many situations. For instance, if the error distribution is not normal, or if the dependent variable is in a lagged form as an independent variable, this is not an appropriate test for autocorrelation. A suggested test that does not have these limitations is the Breusch-Godfrey (Serial Correlation LM) Test. The two tests, Durbin-Watson and Breusch-Godfrey, are complementary.

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