Durbin-Watson test for temporal autocorrelation

Tests first-order autocorrelation in temporally-ordered residuals.

Usage

durbin_watson(object, alternative = c("two.sided", "greater", "less"))

Arguments

object

A numeric vector of temporally-ordered residuals

alternative

"two.sided", "greater" (positive autocorr), or "less"

Value

An htest object with DW statistic, lag-1 r, and p-value