With the help of statsmodels.durbin_watson() method, we can get the durbin watson test statistics and it is equal to 2*(1-r), where r is autocorrelation between residual.
Syntax :
statsmodels.durbin_watson(residual)
Return : Return a single floating point value of durbin watson.
Example #1 :
In this example we can see that by using statsmodels.durbin_watson() method, we are able to get the durbin watson test statistical value by using this method.
# import numpy and statsmodels import numpy as np from statsmodels.stats.stattools import durbin_watson g = np.array([1, 2, 3]) # Using statsmodels.durbin_watson() method gfg = durbin_watson(g) print(gfg) |
Output :
0.14285714285714285
Example #2 :
# import numpy and statsmodels import numpy as np from statsmodels.stats.stattools import durbin_watson g = np.array([1, 2, 3, 4, -3, -2, -1]) # Using statsmodels.durbin_watson() method gfg = durbin_watson(g) print(gfg) |
Output :
1.2272727272727273
