MATLAB Examples

Test for Autocorrelation Among Residuals

This example shows how to test for autocorrelation among the residuals of a linear regression model.

Load the sample data and fit a linear regression model.

load hald
mdl = fitlm(ingredients,heat);

Perform a two-sided Durbin-Watson test to determine if there is any autocorrelation among the residuals of the linear model, mdl.

[p,DW] = dwtest(mdl,'exact','both')
p =

    0.6285


DW =

    2.0526

The value of the Durbin-Watson test statistic is 2.0526. The $p$-value of 0.6285 suggest that the residuals are not autocorrelated.