ISummaryStatistics.DW

Syntax

DW: Double;

Description

The DW property returns Durbin-Watson statistics.

Comments

These statistic shows whether there is any time correlation for the system errors.

Example

To execute the example, add a link to the Stat system assembly.

Sub UserProc;
Var
    LinearR: SmLinearRegress;
    can, fr: Array[9] Of Double;
    res, i: Integer;
    Con: IIntercept;
    ss: ISummaryStatistics;
Begin
    LinearR := New SmLinearRegress.Create;
    For i := 0 To 8 Do
        can[i] := 1230 + i * 302;
        fr[i] := 579.5 + i * 9.4;
    End For;
    // Set model parameters
    LinearR.Explained.Value := can;
    LinearR.Explanatories.Add.Value := fr;
    Con := LinearR.ModelCoefficients.Intercept;
    con.Mode := InterceptMode.ManualEstimate;
    con.Estimate := 35.7;
    // Run calculation
    res := LinearR.Execute;
    ss := LinearR.SummaryStatistics;
    Debug.Write("Durbin-Watson statistic: ");
    Debug.WriteLine(ss.DW);
    Debug.Write("Probability for lower bound of the Durbin-Watson statistics range: ");
    Debug.WriteLine(ss.DWLowerBound);
    Debug.Write("Probability for upper bound of the Durbin-Watson statistics range: ");
    Debug.WriteLine(ss.DWUpperBound);
End Sub UserProc;

After executing the example the console window displays summary statistics:

Durbin-Watson statistics value.
Probability for lower bound of the Durbin-Watson statistics range.
Probability for upper bound of the Durbin-Watson statistics range.