stats/

a_correlate_test.pro

topa_correlate_test

Stats

result = a_correlate_test(x, y [, PLOT=PLOT])

Execute the Durbin-Watson Test for autocorrelation, this is a wrapper for dw_critical that makes it easy to do. Reference Applied Liner Statistical Models Neter Kutnre et al pp 504

Only works with single regression for now

Return value

the D test statistic for the autocorrelation

Parameters

x in required: the 'x' values to test
y in required: the 'y' values to test

Keywords

PLOT in optional: plot the data and the residual plot to look for patterns

Examples

 see
 http://people.bu.edu/balarsen/Home/IDL/Entries/2007/12/1_Durbin-Watson_test_for_autocorrelation.html
 x=findgen(30)
 y=4.*x+5+randomn(seed, 30)
 print, dw_ac_test(x, y, /plot)

Author information

History:: Tue Jan 22 14:01:28 2008, Brian Larsen documented, written previously

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Modifcation date:	Mon Sep 22 12:41:02 2008
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