The following statements perform the Durbin-Watson test for autocorrelation in the OLS residuals for orders 1 through 4. Since the ordinary Durbin-Watson statistic tests only for first-order autocorrelation, the Durbin-Watson statistics for higher-order autocorrelation are called generalized Durbin-Watson statistics. You can use the DW= option to request higher-order Durbin-Watson statistics. (Since the Durbin-Watson p-values are computationally expensive, they are not reported by default.) Use the DWPROB option to print the significance level ( p-values) for the Durbin-Watson tests. This statistic can be used to test for first-order autocorrelation. The first-order Durbin-Watson statistic is printed by default. The Durbin-Watson test is a widely used method of testing for autocorrelation. In practice, you need to test for the presence of autocorrelation. Educators can upload an additional 3GB of course data to share with students.In the preceding section, it is assumed that the order of the autoregressive process is known. The SAS Cloud, where everyone can upload up to 5GB of data for easy access.An online community where you can interact with peers, get support, access SAS resources, etc.

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