Durbin watson

Purpose

Criterion for measure of continuity.

Synopsis

y = durbin_watson(x)

Description

The Durbin Watson criteria for the columns of x are calculated as the ratio of the sum of the first derivative of a vector to the sum of the vector itself. Low values means correlation in variables, high values indicates randomness. Input x is a column vector or array in which each column represents a vector of interest. Output y is a scalar or vector of Durbin Watson measures.

Inputs

• x: column vector or array where each column represents the vector of interest

Outputs

• y: scalar or vector of Durbin Watson measures

See Also

coda_dw