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    Distribusi Nilai Durbin Watson

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    This document contains a table showing the lower (dL) and upper (dU) bounds of the Durbin-Watson statistic for different sample sizes (n) and numbers of independent variables (k’). The Durbin-Watson statistic is used to detect the presence of autocorrelation in the residuals from a regression analysis. The table provides critical values for the Durbin-Watson statistic under the 5% level of significance that can be used to determine if autocorrelation is present.

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    Distribusi Nilai Durbin Watson

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    RIDWAN TORO
    26 views1 page
    This document contains a table showing the lower (dL) and upper (dU) bounds of the Durbin-Watson statistic for different sample sizes (n) and numbers of independent variables (k’). The Durbin-Watson statistic is used to detect the presence of autocorrelation in the residuals from a regression analysis. The table provides critical values for the Durbin-Watson statistic under the 5% level of significance that can be used to determine if autocorrelation is present.

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    This document contains a table showing the lower (dL) and upper (dU) bounds of the Durbin-Watson statistic for different sample sizes (n) and numbers of independent variables (k’). The Durbin-Watson statistic is used to detect the presence of autocorrelation in the residuals from a regression analysis. The table provides critical values for the Durbin-Watson statistic under the 5% level of significance that can be used to determine if autocorrelation is present.

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    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    26 views1 page

    Distribusi Nilai Durbin Watson

    Uploaded by

    RIDWAN TORO
    This document contains a table showing the lower (dL) and upper (dU) bounds of the Durbin-Watson statistic for different sample sizes (n) and numbers of independent variables (k’). The Durbin-Watson statistic is used to detect the presence of autocorrelation in the residuals from a regression analysis. The table provides critical values for the Durbin-Watson statistic under the 5% level of significance that can be used to determine if autocorrelation is present.

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    Distribusi Nilai Tabel Durbin Watson

    Level of Significance  = 0,05


    k’=1 k’= 2 k’= 3 k’= 4 k’= 5
    n
    dL dU dL dU dL dU dL dU dL dU
    15 1.077 1.361 0.946 1.543 0.814 1.750 0.685 1.977 0.562 2.21
    16 1.106 1.371 0.982 1.539 0.857 1.728 0.734 1.935 0.615 2.15
    17 1.133 1.381 1.015 1.536 0.897 1.710 0.779 1.900 0.664 2.10
    18 1.158 1.391 1.046 1.535 0.933 1.696 0.820 1.872 0.710 2.06
    19 1.180 1.401 1.074 1.536 0.967 1.685 0.859 1.848 0.752 2.02
    20 1.201 1.411 1.100 1.537 0.998 1.676 0.894 1.828 0.792 1.99
    21 1.221 1.420 1.125 1.538 1.026 1.669 0.927 1.812 0.829 1.96
    22 1.239 1.429 1.147 1.541 1.053 1.664 0.958 1.797 0.863 1.94
    23 1.257 1.437 1.168 1.543 1.078 1.660 0.986 1.785 0.895 1.92
    24 1.273 1.446 1.188 1.546 1.101 1.656 1.013 1.775 0.925 1.90
    25 1.288 1.454 1.206 1.550 1.123 1.654 1.038 1.767 0.953 1.89
    26 1.320 1.461 1.224 1.553 1.143 1.652 1.062 1.759 0.979 1.88
    27 1.316 1.469 1.240 1.556 1.162 1.651 1.084 1.753 1.004 1.86
    28 1.328 1.476 1.255 1.560 1.181 1.650 1.104 1.747 1.028 1.85
    29 1.341 1.483 1.270 1.563 1.198 1.650 1.124 1.743 1.050 1.84
    30 1.352 1.489 1.284 1.567 1.214 1.650 1.143 1.739 1.071 1.83
    31 1.363 1.496 1.297 1.570 1.229 1.650 1.160 1.735 1.090 1.83
    32 1.373 1.502 1.309 1.574 1.244 1.650 1.177 1.732 1.109 1.82
    33 1.383 1.508 1.321 1.577 1.258 1.651 1.193 1.730 1.127 1.81
    34 1.393 1.514 1.333 1.580 1.271 1.652 1.208 1.728 1.144 1.81
    35 1.402 1.519 1.343 1.584 1.283 1.653 1.222 1.726 1.160 1.80
    36 1.411 1.525 1.354 1.587 1.295 1.654 1.236 1.724 1.175 1.80
    37 1.419 1.530 1.364 1.590 1.307 1.655 1.249 1.723 1.190 1.80
    38 1.427 1.535 1.373 1.594 1.318 1.656 1.261 1.722 1.204 1.79
    39 1.435 1.540 1.382 1.597 1.328 1.658 1.273 1.722 1.218 1.79
    40 1.442 1.544 1.391 1.600 1.338 1.659 1.285 1.721 1.230 1.79
    45 1.475 1.566 1.430 1.615 1.383 1.666 1.336 1.720 1.287 1.78
    50 1.503 1.585 1.462 1.628 1.421 1.674 1.378 1.721 1.335 1.77
    55 1.528 1.601 1.490 1.641 1.452 1.681 1.414 1.724 1.374 1.77
    60 1.549 1.616 1.514 1.652 1.480 1.689 1.444 1.727 1.408 1.77
    65 1.567 1.629 1.536 1.662 1.503 1.696 1.471 1.731 1.438 1.77
    70 1.583 1.641 1.554 1.672 1.525 1.703 1.494 1.735 1.464 1.77
    75 1.598 1.652 1.571 1.680 1.543 1.709 1.515 1.739 1.487 1.77
    80 1.611 1.662 1.586 1.688 1.560 1.715 1.534 1.743 1.507 1.77
    85 1.624 1.671 1.600 1.696 1.575 1.721 1.550 1.747 1.525 1.77
    90 1.635 1.679 1.612 1.703 1.589 1.726 1.566 1.751 1.542 1.78
    95 1.645 1.687 1.623 1.709 1.602 1.732 1.579 1.755 1.557 1.78
    100 1.654 1.694 1.634 1.715 1.613 1.736 1.592 1.758 1.571 1.78
    k = Number of independent variables

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