Unformatted text preview: Cov ( e i , e j ), i ̸ = j , i, j = 1 , ..., n , and variances V ar ( e i ), i = 1 , ..., n . (D) In S & Y book, write a program to compute the p-value of the Durbin-Watson test in Section 2.11.2 by simulation, and use it to repeat the computation in examples (Mount Airy-Charleston and Amherst) on page 94-95. 1...
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This note was uploaded on 11/17/2011 for the course STOR 664 taught by Professor Staff during the Fall '11 term at UNC.
- Fall '11