so i am getting mixed info on weather you can use the durbin watson test in a time series analysis. in sec 4.2 of reading 13 it says we can not use durbin watson for time series. but then at the end of the reading under sugessted steps in time forecasting it says to use the durbin watson. ??? i am so confused.作者: YAhmed 时间: 2011-7-11 19:37
Can't use DW when a regression is based on lagged values.作者: random_walker47 时间: 2011-7-11 19:37
Can't use on AR models.作者: firat 时间: 2011-7-11 19:37
You can use DW for Trend models in time series but NOT for AR models in time series. Trend models dont use lagged values.
