Date:         Tue, 9 Feb 1999 20:58:47 GMT
Reply-To:     SFBAY0001 <sfbay0001@AOL.COM>
Sender:       "SAS(r) Discussion" <SAS-L@UGA.CC.UGA.EDU>
From:         SFBAY0001 <sfbay0001@AOL.COM>
Organization: AOL http://www.aol.com
Subject:      Re: How to get Durbin Watson Stat

There are two ways to obtain Durbin-Watson statistics in SAS software:
 
a) in the SAS/STAT module, using the DW option in PROC REG's MODEL statement.
You will get the DW test for first order (ie, serial) autocorrelation.  No
p-value is supplied.
 
b) in the SAS/ETS module, use the DW and DWPROB options in PROC AUTOREG's MODEL
statement.  Unlike PROC REG, if you use PROC AUTOREG you can get DW tests any
any desired number of lags, PLUS their associated p-values.
 
Hope this helps!
 
 
 
Andrew H. Karp
Sierra Information Services, Inc.
A SAS Institute Quality Partner in the USA
1489 Webster Street   Suite 1308 San Francisco, CA 94115 USA
415/441-0702 (voice)
SierraInfo@AOL.COM
http://www.SierraInformation.com