com.datumbox.framework.core.statistics.parametrics.onesample

Class DurbinWatson

java.lang.Object

com.datumbox.framework.core.statistics.parametrics.onesample.DurbinWatson

public class DurbinWatson
extends java.lang.Object

Durbin–Watson parametric test for detecting autocorrelation.

Constructor Summary

Constructors

Constructor and Description
DurbinWatson()

Method Summary

Modifier and Type	Method and Description
static double	calculateScore(FlatDataList errorList) Calculates DW score
static boolean	checkCriticalValue(double score, int n, int k, boolean is_twoTailed, double aLevel) Checks the Critical Value to determine if the Hypothesis should be rejected
static boolean	test(FlatDataList errorList, int k, boolean is_twoTailed, double aLevel) Test for Autocorrelation for k explanatory variables

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

DurbinWatson

public DurbinWatson()

Method Detail

test

public static boolean test(FlatDataList errorList,
                           int k,
                           boolean is_twoTailed,
                           double aLevel)

Test for Autocorrelation for k explanatory variables

Parameters:

errorList -

k -

is_twoTailed -

aLevel -

Returns:

calculateScore

public static double calculateScore(FlatDataList errorList)

Calculates DW score

Parameters:

errorList -

Returns:

checkCriticalValue

public static boolean checkCriticalValue(double score,
                                         int n,
                                         int k,
                                         boolean is_twoTailed,
                                         double aLevel)

Checks the Critical Value to determine if the Hypothesis should be rejected

Parameters:

score -

n -

k -

is_twoTailed -

aLevel -

Returns: