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Distribusi Nilai Durbin Watson

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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113 views1 page

Distribusi Nilai Durbin Watson

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.

Uploaded by

RIDWAN TORO
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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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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