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Durbin-Watson test

returns
the `p`

= dwtest(`r`

,`x`

)*p*-value for the Durbin-Watson test of the null hypothesis
that the residuals from a linear regression are uncorrelated. The
alternative hypothesis is that there is autocorrelation among the
residuals.

returns
the `p`

= dwtest(`r`

,`x`

,`Name,Value`

)*p*-value for the Durbin-Watson test with additional
options specified by one or more name-value pair arguments. For example,
you can conduct a one-sided test or calculate the *p*-value
using a normal approximation.

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