How can I get the p-Value of the Durbin Watson Test in python?
Question
I get the statistic value easily:
statsmodels.stats.stattools.durbin_watson(residuals, axis=0)
Any idea how I can get the p-value? Thank you very much.
1 answers
solution1
-1 2021-05-13 19:19:15
Here is a table given n and k for critical values with alpha set to 1
https://www.real-statistics.com/statistics-tables/durbin-watson-table/
tables are too big to reproduce here.
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