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Durbin-Watson D Statistic
A statistical tool designed to determine the existence of first-lag autocorrelation in the residuals of a regression analysis.
Regression Analysis
A statistical method for investigating the relationship between a dependent variable and one or more independent variables.
Durbin-Watson Statistic
A measure used in statistics to find out whether autocorrelation at lag one occurs in the residuals after performing a regression analysis.
First-Order Autocorrelation
The correlation of a signal with a delayed version of itself, particularly measuring the correlation between values that are one time period apart.
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