What is Durbin Watson test?

What is Durbin Watson test?

What is Durbin Watson test?

This recipe explains what is Durbin Watson test


Recipe Objective

What is Durbin Watson test? How to perform it in python.

Durbin Watson test includes statistics, and it is equal to 2*(1-r), where r is autocorrelation between residual. When test statistic equals 2 no autocorrelation. When closer to 0 evidence of positive correlation, when closer to 4 evidence of negative correlation.

Durbin watson test is defined as:-

Step 1- Importing Libraries.

import pandas as pd from statsmodels.formula.api import ols from statsmodels.stats.stattools import durbin_watson

Step 2- Reading Dataset.

df= pd.read_csv('/content/sample_data/california_housing_train.csv') df.head()

Step 3- Applying ordinary Least Squares(OLS).

Before applying durbin-watson test we have to apply OLS on some column particularly.

model=ols('total_bedrooms ~ housing_median_age + total_bedrooms + households',data=df).fit() print(model.summary())

Step 4- Applying Durbin-watson test.


As we can see the value is closer to 0 it is more evident of positive correlation.

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