# Appendix

A
Durbin-Watson
Significance Tables
The Durbin-Watson test statistic tests the null hypothesis that the residuals from an
ordinary least-squares regression are not autocorrelated against the alternative that the
residuals follow an AR1 process. The Durbin-Watson statistic ranges in value from 0
to 4. A value near 2 indicates non-autocorrelation; a value toward 0 indicates positive
autocorrelation; a value toward 4 indicates negative autocorrelation.
Because of the dependence of any computed Durbin-Watson value on the
associated data matrix, exact critical values of the Durbin-Watson statistic are not
tabulated for all possible cases. Instead, Durbin and Watson established upper and
lower bounds for the critical values. Typically, tabulated bounds are used to test the
hypothesis of zero autocorrelation against the alternative of positive first-order
autocorrelation, since positive autocorrelation is seen much more frequently in
practice than negative autocorrelation. To use the table, you must cross-reference the
sample size against the number of regressors, excluding the constant from the count
of the number of regressors.
The conventional Durbin-Watson tables are not applicable when you do not have
a constant term in the regression. Instead, you must refer to an appropriate set of
Durbin-Watson tables. The conventional Durbin-Watson tables are also not
applicable when a lagged dependent variable appears among the regressors. Durbin
has proposed alternative test procedures for this case.
Statisticians have compiled Durbin-Watson tables from some special cases,
including:
 Regressions with a full set of quarterly seasonal dummies.
 Regressions with an intercept and a linear trend variable (CURVEFIT

MODEL=LINEAR).
 Regressions with a full set of quarterly seasonal dummies and a linear trend

variable.
1

24878 is less than 1. refer to Farebrother‚Äôs tabulated values of the ‚Äúminimal bound.24878. then you should reject the null hypothesis of non-autocorrelated errors in favor of the hypothesis of positive first-order autocorrelation. if the observed test statistic value is greater than 2. we reject the null hypothesis. you might err on the side of conservatism and not reject the null hypothesis. you can estimate an appropriate regression using the AREG procedure.‚Äù denoted dM (Table A. We want to test the null hypothesis of zero autocorrelation in the residuals against the alternative that the residuals are positively autocorrelated at the 1% level of significance.3). you will find that the printed bounds are dL = 1. When the regression does not contain an intercept term.2 and Table A. so go to the next lowest sample size with a tabulated row.377 and dU = 1. we would not reject the null hypothesis.4 and Table A. Let’s consider an example of how to use the tables. In this appendix. If the residuals follow any ARMA process. instead of Savin and White‚Äôs lower bound dL. In this context. and there is an intercept term in the model. then you want to test the null hypothesis against the alternative hypothesis of negative first-order autocorrelation. For models with an intercept. If the test statistic value lies between dL and dU. The sample size is 69.5). or that they follow some ARMA process. To do this. Savin and White (1977) present tables for sample sizes ranging from 6 to 200 and for 1 to 20 regressors for models in which an intercept is included. you will not find a row for sample size 69. The plots might suggest either that the residuals are random. Since 0. the upper bound is . If you examine the Savin and White tables (Table A.2 Appendix A In addition to obtaining the Durbin-Watson statistic for residuals from REGRESSION. If the observed value of the test statistic is less than the tabulated lower bound. you can estimate an appropriate regression using the ARIMA procedure. we have reproduced two sets of tables. In Chapter 9. If the test statistic value were greater than dU. A third outcome is also possible. Farebrother (1980) presents tables for sample sizes ranging from 2 to 200 and for 0 to 21 regressors for models in which an intercept is not included. Cross-referencing the indicated row and column. namely N=65. you should also plot the ACF and PACF of the residuals series. we look at the classic Durbin and Watson data set concerning consumption of spirits. the test is inconclusive. In this instance. there are 2 regressors. Since there are two regressors. find the column labeled k=2. If the residuals resemble an AR1 process.377. compute the quantity 4-d and compare this value with the tabulated values of dL and dU as if you were testing for positive autocorrelation. The DurbinWatson test statistic value is 0.500.

3 Durbin-Watson Significance Tables the conventional bound dU found in the Savin and White tables. To continue with our example.6 and Table A.348. had we run a regression with no intercept term. we would cross-reference N equals 65 and k equals 2 in Farebrother‚Äôs table. use Table A.7. The tabulated 1% minimal bound is 1. . To test for negative first-order autocorrelation.

486 1.276 1.308 2.441 0.826 1.097 2.512 1.036 1.878 0.604 1.491 1.274 1.584 1.771 1.895 0.592 2.482 1.521 dL ----------------0.474 0.987 1.467 1.653 0.896 0.403 1.179 0.835 0.704 0.659 1.746 0.757 0.504 0.722 0.395 1.270 1.971 0.362 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 45 50 55 60 65 70 75 80 85 90 95 100 150 200 1.725 0.658 0.930 0.308 2.618 1.587 0.970 1.667 2.714 1.313 2.227 1.652 0.037 2.642 1.595 0.583 1.458 1.018 2.150 2.422 1.641 0.754 1.514 1.435 0.767 1.975 1.928 0.072 1.229 0.705 1.997 1.611 1.481 0.375 0.313 1.941 0.068 0.445 1.735 0.287 1.376 1.998 1.977 1.689 0.428 1.442 1.645 1.514 1.847 1.718 0.767 1.543 1.390 1.199 1.331 0.339 1.218 1.867 1.449 0.449 1.834 0.057 2.875 1.513 1.566 2.603 1.127 0.597 1.557 1.315 1.019 1.411 1.318 1.055 1.584 1.408 dL ------------0.944 2.429 1.782 0.319 2.246 1.927 0.441 0.313 1.479 2.604 1.201 3.761 1.583 1.582 2.124 1.511 1.001 1.733 0.969 0.728 0.168 2.625 1.906 dU --------2.779 0.312 1.000 1.925 1.383 1.245 1.940 1.681 2.474 1.086 1.757 1.211 0.529 1.925 1.614 0.841 0.102 1.343 1.690 1.741 1.068 2.666 0.094 0.134 1.497 0.682 1.193 0.425 1.743 1.738 0.837 0.416 1.288 1.651 1.254 1.534 1.351 1.447 1.489 1.967 1.970 1.658 1.655 1.748 0.575 1.591 1.424 1.881 0.997 1.800 0.059 2.729 1.773 0.510 0.817 1.509 1.557 1.065 1.253 1.837 1.100 1.429 1.944 1.832 dU ------------2.078 2.794 0.001 1.507 0.441 1.966 0.693 0.957 1.573 1.473 0.036 1.161 0.938 0.072 1.164 1.484 1.825 1.059 dL --------------------------------0.227 1.290 1.425 1.889 1.587 1.297 1.515 1.396 0.244 1.015 1.765 1.023 1.512 1.950 0.006 1.811 0.959 0.864 1.529 1.734 1.603 1.241 0.030 1.749 1.562 1.978 0.222 1.611 1.881 0.693 1.274 1.805 0.554 0.118 1.625 2.377 1.543 1.561 0.743 1.047 1.398 1.439 0.708 1.844 0.264 1.206 1.717 1.650 0.408 0.400 1.164 1.199 1.764 0.691 1.408 1.378 1.140 2.921 0.473 0.711 0.773 1.733 1.932 0.080 2.601 1.714 1.188 2.748 1.223 1.098 1.284 1.452 1.298 1.251 1.418 1.649 1.372 1.724 1.917 0.881 1.514 1.182 2.043 1.496 1.545 0.386 1.161 1.174 1.393 0.104 1.988 1.259 1.741 1.038 1.834 1.528 1.816 1.343 0.131 2.150 0.685 1.017 1.160 2.245 1.388 1.726 1.811 2.785 1.022 1.960 0.085 1.407 1.536 0.877 0.915 dL ----------------------------0.952 0.723 0.862 0.947 1.914 0.501 1.481 1.262 1.707 1.416 1.137 1.832 0.974 1.186 1.039 1.571 1.142 1.255 0.776 dL ------------------------0.269 0.672 0.232 1.184 1.466 1.337 1.511 1.860 1.982 0.147 1.639 1.858 0.583 1.105 0.351 1.515 1.345 0.383 1.081 1.756 dU ----------------2.210 dL ----0.803 0.624 1.698 1.734 0.847 1.283 1.294 0.772 0.433 2.421 1.623 1.360 1.446 1.160 1.337 1.193 2.566 0.769 1.490 2.647 1.010 1.376 1.407 1.577 1.026 1.229 2.716 1.358 1.147 1.317 1.768 0.400 1.901 1.742 1.680 1.248 1.018 1.436 1.604 1.530 1.312 1.287 3.140 0.714 1.620 0.598 1.410 1.349 0.237 1.817 2.634 0.814 1.368 0.889 0.072 1.690 2.665 1.925 2.209 1.254 1.522 1.164 0.671 1.598 0.722 1.264 1.518 1.913 1.578 0.807 0.107 0.156 1.805 0.437 0.878 0.434 1.849 1.095 1.744 0.112 1.122 0.901 0.410 1.162 1.510 1.432 1.282 0.776 0.209 dL ------------------------------------0.567 1.134 1.473 dU --------------------------------3.676 1.374 3.153 1.381 2.474 1.186 1.325 1.520 1.683 1.133 1.217 1.259 1.502 1.017 1.874 1.630 0.680 1.232 1.039 1.830 1.876 1.197 1.682 dU --------------------2.102 1.201 1.821 0.253 1.171 1.574 0.683 1.774 0.294 0.596 1.685 1.131 2.611 1.602 0.807 1.592 1.153 2.362 0.183 0.261 1.358 1.461 1.752 1.748 1.585 1.637 1.911 1.899 1.745 1.345 1.414 1.562 0.070 1.788 1.283 1.918 1.054 1.552 1.176 1.332 1.540 dU ----------------------------3.816 0.720 1.439 1.193 2.453 2.777 0.643 1.617 1.700 0.305 dL --------0.766 1.179 1.123 1.995 1.687 1.320 1.111 1.285 1.787 0.963 1.666 1.269 2.098 1.955 1.196 0.696 0.826 0.364 1.019 1.160 0.527 1.142 0.684 1.997 1.635 1.855 0.674 0.568 1.808 0.533 0.737 1.019 1.935 0.216 0.690 1.294 0.684 0.738 0.757 1.098 2.205 1.514 1.057 1.610 dU ------------------------3.844 0.390 0.355 0.759 1.535 1.649 0.449 1.631 1.548 1.354 2.657 1.174 2.114 1.417 2.674 1.748 0.362 1.640 0.715 0.232 0.797 1.749 0.244 2.244 0.407 1.322 0.467 2.183 0.307 1.312 1.604 0.356 1.144 1.757 0.699 0.505 0.639 1.434 2.799 1.855 0.736 1.120 1.421 1.710 0.548 2.324 1.104 2.364 1.335 1.559 1.476 0.887 1.509 1.108 1.466 0.981 dU ----1.836 1.432 1.485 1.589 1.257 0.582 1.246 1.370 1.568 1.857 0.714 1.028 1.906 1.499 0.172 1.291 1.697 0.572 0.128 1.436 0.487 0.889 1.766 0.187 1.153 1.530 2.783 1.643 1.541 1.591 0.812 0.554 1.832 0.149 1.392 1.606 1.897 0.004 1.382 1.997 1.666 1.015 1.053 2.633 1.664 1.779 *k’ is the number of regressors excluding the intercept .230 0.552 0.404 0.200 0.012 1.692 1.090 0.510 1.252 1.448 1.490 1.489 1.396 0.698 0.677 1.682 1.856 0.877 0.110 2.515 0.583 1.577 1.446 1.708 0.406 1.892 2.563 1.768 1.975 0.767 1.776 1.413 1.860 0.340 0.777 1.505 1.391 0.340 0.792 1.456 1.995 1.428 1.416 2.616 0.715 1.053 2.928 0.711 0.622 0.003 0.313 0.645 dL --------------------0.346 1.440 1.357 1.670 1.070 1.803 1.517 1.285 1.141 1.742 0.669 0.255 1.336 1.085 1.304 0.718 1.876 0.571 2.330 1.070 1.314 1.661 1.704 1.409 dU ------------------------------------3.339 0.821 1.437 0.119 1.214 1.597 2.664 1.465 1.774 0.389 1.684 0.735 1.452 1.741 1.652 1.169 2.625 1.754 0.519 0.847 1.873 0.381 1.268 0.802 1.298 1.653 1.510 1.311 1.510 2.192 1.049 1.738 0.589 0.033 1.435 0.322 1.256 1.813 2.587 1.665 2.407 1.367 2.788 0.902 0.800 1.041 2.344 1.058 1.640 1.238 2.195 1.333 1.284 1.679 1.085 1.902 1.340 1.611 1.537 1.368 1.641 1.662 1.088 1.055 dU 1.660 0.587 1.553 1.280 2.336 1.586 1.546 1.630 1.226 0.636 1.712 1.693 1.665 0.981 2.255 2.946 1.522 0.286 0.595 1.037 1.532 0.468 1.948 0.338 1.390 0.284 1.569 0.465 1.547 0.400 0.313 1.598 1.283 1.244 2.618 1.541 1.956 1.4 Appendix A Table A-1 Models with an intercept (from Savin and White) Durbin-Watson Statistic: 1 Per Cent Significance Points of dL and dU k’*=1 k’=2 k’=3 k’=4 k’=5 k’=6 k’=7 k’=8 k’=9 k’=10 n 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 dL 0.915 0.633 0.283 1.805 1.124 0.985 1.501 1.697 2.078 0.053 1.895 0.288 1.500 1.615 0.653 1.729 1.594 1.517 1.526 1.279 0.838 2.954 0.403 1.638 1.101 2.422 1.613 1.303 0.913 0.

240 0.625 0.530 0.079 0.905 1.079 1.180 0.931 1.283 2.174 1.504 0.050 0.987 1.386 2.597 0.871 0.623 0.025 0.082 2.891 1.181 1.395 0.313 0.538 3.068 2.350 0.857 0.635 2.744 0.582 2.141 1.152 0.751 0.087 3.097 2.209 0.791 k’=12 dL ----0.949 1.272 0.896 .758 2.550 dU ----3.291 0.266 0.093 0.029 0.445 2.969 2.233 0.172 2.694 2.558 0.203 1.131 0.925 1.297 0.524 3.282 2.039 1.893 0.945 1.661 2.977 1.290 1.477 0.277 0.075 2.822 0.919 0.036 0.146 0.077 2.023 2.694 0.260 0.477 2.561 dU 3.185 3.965 1.267 1.364 0.452 3.100 0.856 1.136 0.931 1.834 1.746 2.999 1.043 0.581 0.450 3.094 1.772 2.602 3.847 1.182 0.747 3.501 3.531 0.150 1.828 2.068 1.194 0.868 1.148 0.413 0.059 2.409 0.191 3.338 0.027 0.210 2.575 0.913 1.699 2.033 2.783 1.078 3.702 0.529 0.480 0.246 3.838 2.929 0.099 1.248 2.164 2.482 0.446 2.126 3.871 k’=19 dL --------------------------------0.355 1.700 0.350 2.224 0.790 1.158 1.849 0.158 1.835 0.037 1.314 1.113 0.409 2.911 0.286 3.451 2.294 3.819 1.906 2.222 0.566 2.876 1.281 0.035 0.173 2.711 0.085 0.256 2.270 1.866 1.504 0.829 2.131 1.836 2.914 1.787 0.438 0.865 1.761 2.066 1.554 0.041 1.393 0.065 0.459 3.830 1.799 1.729 2.113 1.993 1.399 0.655 2.420 3.358 3.852 0.446 3.022 1.371 3.895 1.371 0.143 2.379 2.387 0.067 2.886 1.292 0.245 3.087 1.414 2.201 3.221 1.460 2.831 1.879 2.123 2.359 2.184 1.272 0.817 2.313 0.943 1.787 2.091 1.983 1.786 0.897 1.474 dU --------------------------------3.298 2.863 1.282 0.171 0.963 1.125 0.236 1.194 0.872 2.296 2.367 2.197 1.421 2.528 0.177 1.137 0.789 0.793 1.548 0.037 1.484 dU ----------------------------3.634 0.176 2.044 1.995 1.102 1.210 1.020 1.863 0.856 1.038 2.084 0.184 3.829 0.982 2.673 0.160 0.039 1.324 0.408 2.266 2.059 2.182 2.845 1.272 2.801 k’=13 dL --------0.077 0.046 0.450 0.123 2.964 1.080 1.261 0.287 0.539 dU --------3.322 0.294 0.092 0.488 0.570 0.304 0.657 3.821 1.383 0.878 1.043 0.590 2.520 2.462 dU ------------------------------------3.818 2.221 0.645 0.909 2.187 2.848 1.865 2.628 0.858 2.786 0.389 0.993 1.825 0.169 3.949 1.385 1.051 0.208 0.948 1.407 2.306 0.785 2.582 2.562 3.675 2.217 2.503 0.027 1.011 1.311 3.087 0.580 2.474 0.980 1.267 3.186 2.917 1.197 0.381 0.116 0.131 2.665 0.984 1.227 0.325 3.586 0.055 2.922 1.976 2.053 1.370 1.237 0.870 1.682 3.552 0.330 2.886 0.816 1.556 0.075 0.680 0.047 0.657 2.909 2.032 2.127 2.205 1.414 1.117 2.193 2.363 0.066 1.220 3.053 1.974 1.060 0.323 2.495 dU ------------------------3.934 0.503 0.836 k’=16 dL --------------------0.055 0.906 2.417 0.972 2.006 1.889 1.104 2.100 0.912 2.034 1.847 k’=17 dL ------------------------0.363 2.109 0.004 2.208 0.009 1.526 2.424 2.476 2.082 1.612 0.822 2.347 0.377 0.070 0.297 2.310 2.060 0.448 0.131 3.012 1.671 3.178 0.716 0.170 1.152 3.478 0.434 0.412 3.073 0.400 1.073 2.065 2.585 0.340 1.054 2.084 0.268 0.969 2.244 0.521 3.819 0.283 2.851 2.880 1.246 0.092 0.487 2.813 k’=14 dL ------------0.172 2.964 1.610 2.410 3.250 2.824 k’=15 dL ----------------0.321 2.913 0.902 0.473 1.972 1.907 2.733 2.841 1.227 2.331 0.986 1.5 Durbin-Watson Significance Tables k’*=11 n 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 45 50 55 60 65 70 75 80 85 90 95 100 150 200 dL 0.655 0.150 1.430 0.913 1.717 2.356 0.333 0.234 0.517 2.252 3.342 0.551 0.609 2.340 2.315 0.506 3.005 1.601 0.237 2.915 2.001 1.216 2.346 2.898 1.410 2.373 2.165 0.651 0.113 2.264 1.120 2.019 2.166 1.810 1.156 0.283 0.315 0.572 3.455 0.969 2.191 1.022 2.248 1.111 1.114 0.039 0.748 2.322 0.730 2.215 1.225 1.026 2.774 2.474 3.221 2.371 0.600 2.151 0.106 1.032 0.766 3.713 2.808 2.540 2.174 0.601 3.422 0.507 2.232 2.377 0.102 0.178 0.578 0.122 1.923 2.940 1.576 2.934 1.338 3.092 2.518 *k’ is the number of regressors excluding the intercept dU ----------------3.911 1.883 k’=20 dL ------------------------------------0.674 2.118 2.533 2.113 3.155 3.071 3.274 3.379 3.387 2.052 1.098 3.061 0.358 3.557 3.528 0.126 1.552 2.055 0.860 k’=18 dL ----------------------------0.363 3.528 0.119 0.338 2.475 0.193 0.965 1.209 0.107 0.090 2.528 dU ------------3.246 0.167 0.503 2.880 0.122 0.023 2.084 2.748 0.970 2.798 1.040 2.444 2.814 1.550 2.979 1.447 0.490 3.953 1.943 0.905 0.354 0.348 0.444 1.461 0.512 2.240 1.049 2.257 0.136 2.172 2.970 1.803 1.160 2.503 0.135 2.744 0.141 0.418 0.404 0.116 1.979 1.212 0.194 0.253 0.227 3.107 0.137 3.637 0.412 3.269 2.639 3.221 0.311 3.044 2.146 3.162 0.237 2.499 2.651 2.318 2.414 0.145 0.637 2.357 0.330 0.694 2.505 0.002 1.481 2.597 3.015 1.610 0.919 2.674 0.507 dU --------------------3.456 2.136 1.991 2.844 1.297 3.038 0.027 1.339 0.184 0.458 0.444 0.429 1.458 1.116 2.725 3.244 1.210 2.746 0.931 1.605 0.659 2.067 0.109 3.132 1.700 3.723 0.053 0.614 2.218 3.797 2.249 0.914 2.051 2.680 2.023 1.131 0.953 1.426 0.128 0.843 2.955 1.827 1.452 0.563 2.292 1.893 1.000 1.068 0.141 1.629 3.744 2.658 0.705 0.633 2.303 0.790 0.050 2.

964 1.461 0.155 0.610 0.536 1.004 2.589 2.885 0.297 1.653 1.694 1.997 1.751 1.982 1.782 0.957 1.592 1.453 1.222 0.201 1.408 1.369 0.306 2.127 0.514 1.732 1.562 0.702 dU ----------------------------3.590 1.431 2.611 1.164 2.494 1.895 1.401 1.984 1.244 1.901 1.238 1.958 0.339 1.616 0.703 1.462 1.681 1.796 0.829 0.177 2.827 1.437 1.864 1.421 1.391 1.236 2.110 1.390 2.920 1.662 1.650 1.720 1.750 0.158 1.318 1.735 1.258 1.379 2.230 0.563 1.722 1.821 0.320 1.089 1.859 1.090 2.487 1.034 1.184 3.017 2.503 1.124 1.926 0.458 1.543 1.632 0.369 1.034 2.775 1.452 1.750 1.139 1.085 2.454 dL ----0.712 0.504 0.356 1.291 1.802 1.852 0.967 1.251 2.658 1.747 1.806 2.146 1.528 1.930 1.180 2.874 *k’ is the number of regressors excluding the intercept .331 1.802 1.294 1.260 1.534 1.813 1.932 0.898 1.881 1.925 0.801 1.273 1.525 1.484 1.321 0.817 1.111 2.863 0.571 2.950 0.131 1.427 1.779 1.827 1.835 1.900 0.373 1.455 0.557 1.035 2.369 1.448 1.298 1.730 1.411 1.651 1.680 1.554 0.951 0.859 0.446 1.991 1.571 1.420 1.975 2.801 1.783 2.857 0.475 1.354 1.927 0.837 0.334 1.715 0.923 1.916 1.650 1.278 2.812 0.296 2.731 1.862 1.728 1.521 2.141 2.222 1.180 1.029 2.874 1.044 2.304 3.886 1.559 0.272 0.161 1.726 1.562 1.654 1.444 0.011 1.117 2.998 1.734 0.803 1.461 1.665 2.551 1.283 2.022 1.846 1.041 2.715 1.283 1.861 0.465 0.588 2.244 0.072 2.659 1.974 1.483 1.819 1.633 2.206 2.779 0.634 1.465 1.469 1.615 0.389 0.188 1.295 1.645 1.268 0.709 1.541 1.489 1.876 1.445 1.826 1.506 2.879 0.407 0.372 1.229 1.741 0.321 1.373 1.382 1.577 1.732 1.216 2.650 1.174 2.143 1.550 1.875 1.342 2.829 1.414 1.411 1.735 0.801 1.204 1.986 1.767 0.438 3.512 1.977 1.850 1.845 0.736 1.776 1.838 1.333 1.230 1.706 1.850 1.085 2.071 2.603 0.814 1.623 1.538 1.816 0.104 1.503 1.774 1.273 1.208 1.753 1.506 0.836 0.090 1.240 1.396 1.391 1.416 0.535 1.650 1.246 2.841 0.560 1.407 2.679 1.177 1.940 1.525 1.649 0.882 1.656 1.861 1.383 1.571 1.396 2.721 1.688 1.788 1.525 1.697 2.438 1.461 2.015 1.461 2.872 1.074 1.758 0.133 1.891 1.810 0.808 1.288 dU 1.536 1.651 1.666 0.759 1.904 0.052 2.589 1.328 1.305 1.221 1.612 1.505 0.893 1.442 1.061 1.658 0.786 1.613 1.010 1.435 1.253 1.822 2.832 1.502 0.464 1.910 1.747 1.550 1.675 2.045 1.927 0.709 1.214 1.831 0.604 1.848 1.318 2.336 1.778 1.752 0.041 1.414 2.464 2.657 0.674 1.050 1.026 1.114 1.854 1.424 0.249 1.352 1.340 1.047 1.381 1.580 1.912 0.540 1.467 0.015 1.990 1.905 0.112 2.772 1.097 1.728 1.212 1.077 1.575 1.008 1.753 0.367 0.992 1.206 dU ----1.650 1.629 1.757 2.832 2.959 1.975 0.583 1.979 1.393 1.689 1.902 1.514 1.978 1.030 1.964 1.162 2.356 0.469 1.069 2.470 2.318 2.748 1.266 3.718 1.652 1.419 dL ------------------------------------0.879 0.777 1.566 1.985 2.515 1.332 1.430 1.877 1.364 1.932 1.071 1.594 1.670 2.257 1.574 1.343 1.038 dU ------------2.685 1.496 1.920 1.307 1.715 1.587 1.490 1.301 1.649 0.828 1.952 1.127 1.637 0.930 0.804 0.286 0.584 0.727 2.388 2.371 1.585 1.023 1.897 0.013 1.979 2.834 1.799 1.404 1.261 1.508 1.341 1.181 2.494 1.360 2.567 1.861 1.792 0.877 1.579 1.376 0.560 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 45 50 55 60 65 70 75 80 85 90 95 100 150 200 1.743 1.738 1.010 1.998 1.870 1.062 1.315 0.549 1.693 1.374 1.462 1.519 1.868 dU --------------------3.991 1.726 1.971 0.537 1.220 2.309 1.924 1.792 1.566 1.760 1.654 dL ------------0.900 1.402 1.868 0.641 1.162 1.480 1.363 1.808 1.953 dU ----------------2.285 1.537 2.909 1.874 0.536 1.681 0.722 1.570 1.939 1.290 2.664 1.637 1.193 1.863 0.572 2.309 2.090 2.266 1.959 1.280 dL --------------------------------0.369 1.747 1.380 0.621 dU --------------------------------3.861 0.854 1.476 1.615 1.360 3.812 1.767 dL ----------------0.928 1.671 1.257 2.088 2.480 1.944 1.258 2.873 2.884 1.948 1.004 1.502 0.622 1.584 1.442 1.100 1.641 1.222 1.629 0.789 1.641 1.120 1.986 1.770 1.743 1.768 1.147 0.224 1.662 1.396 2.084 1.602 1.925 1.595 0.624 2.896 1.007 1.696 1.601 1.739 1.399 1.739 1.287 1.363 2.054 2.320 1.143 1.156 1.700 0.378 1.768 1.598 1.897 0.287 2.518 1.972 0.861 1.797 1.831 1.428 1.016 1.546 1.553 1.444 1.175 0.160 1.513 2.098 2.699 1.723 1.502 0.111 0.588 0.724 1.686 2.071 1.246 1.600 1.422 1.507 1.401 1.816 1.398 0.554 1.767 1.535 1.144 dL ----------------------------0.616 1.544 dU ------------------------------------3.060 2.094 2.171 0.803 1.809 0.939 1.774 1.665 1.157 2.697 0.556 1.696 1.776 1.175 1.296 0.676 1.444 0.471 2.255 1.489 1.018 2.721 1.785 1.181 1.567 1.820 0.867 1.927 0.170 1.850 1.336 0.874 1.579 1.106 1.514 2.545 0.691 0.198 1.127 2.073 2.336 1.038 1.645 2.784 dU ------------------------3.304 0.672 1.512 0.805 1.767 1.857 1.243 0.053 1.780 1.093 2.991 1.216 3.886 dL --------------------0.652 1.724 1.958 1.125 1.281 2.935 1.799 1.595 0.120 2.652 1.767 0.822 1.970 0.144 2.841 1.848 2.931 1.419 1.104 1.560 1.420 1.656 1.843 1.900 1.581 0.660 1.795 1.885 2.528 1.335 1.549 0.425 1.974 2.239 1.933 0.429 1.833 1.967 0.652 1.789 1.586 1.189 1.500 1.102 2.338 1.162 2.335 1.350 1.654 1.696 1.946 0.854 0.535 1.651 1.451 0.324 1.216 2.597 1.873 1.124 2.864 1.825 1.852 1.337 1.550 dL --------0.758 1.530 1.6 Appendix A Table A-2 Models with an intercept (from Savin and White) Durbin-Watson Statistic: 5 Per Cent Significance Points of dL and dU k’*=1 k’=2 k’=3 k’=4 k’=5 k’=6 k’=7 k’=8 k’=9 k’=10 n 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 dL 0.860 2.218 1.474 1.728 1.128 2.801 1.104 2.506 1.720 1.891 0.971 1.704 2.715 0.020 1.525 0.197 2.502 1.088 1.543 1.175 1.164 2.246 2.820 0.471 1.203 0.361 1.123 dU --------2.635 1.894 1.624 1.691 0.814 0.201 1.769 0.755 1.447 0.909 1.664 0.236 1.064 1.046 1.144 1.400 1.710 0.763 0.909 1.707 1.894 0.160 1.370 1.544 1.188 2.380 0.271 1.703 1.903 1.190 1.539 1.542 1.668 2.628 1.397 1.029 1.028 1.692 2.013 dL ------------------------0.655 1.721 1.769 0.669 1.685 0.433 1.613 2.343 0.935 1.845 0.198 0.802 1.251 0.200 0.053 1.895 0.677 0.078 1.908 0.925 0.593 1.543 1.546 0.149 2.328 1.456 0.723 0.208 2.687 1.994 1.290 0.628 0.735 2.826 0.061 2.824 0.270 1.600 1.383 1.574 0.302 1.168 1.149 2.608 1.771 1.666 1.226 2.727 1.948 1.284 1.328 0.951 0.203 2.735 1.758 1.339 2.147 1.731 0.679 1.316 1.950 0.004 1.109 1.101 1.798 0.333 2.779 1.710 1.079 1.

292 1.164 2.808 2.577 0.050 2.060 0.604 0.445 0.854 2.544 2.129 1.576 0.956 1.322 0.024 2.479 2.462 0.330 2.892 1.105 1.946 2.221 0.479 0.968 2.182 0.225 2.281 0.295 0.499 2.058 0.678 3.195 0.457 0.391 2.7 Durbin-Watson Significance Tables k’*=11 n 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 45 50 55 60 65 70 75 80 85 90 95 100 150 200 dL 0.335 0.224 1.369 0.790 3.382 2.722 0.323 0.544 0.141 3.996 2.121 1.355 2.120 0.371 1.149 1.504 1.271 0.563 3.321 1.496 3.650 3.329 2.303 3.068 1.044 0.805 2.388 0.417 0.583 3.312 0.454 2.807 2.519 1.970 1.183 2.653 0.957 1.040 2.991 1.160 0.050 2.327 3.520 0.919 k’=15 dL ----------------0.795 0.172 0.009 1.374 2.678 0.317 0.940 1.026 1.600 0.575 0.278 2.439 2.937 2.116 2.477 0.070 0.703 2.351 0.227 2.275 0.378 0.913 0.202 0.100 3.808 0.535 3.754 0.619 2.938 1.724 2.170 2.644 0.739 0.987 1.053 3.702 3.966 1.006 1.225 2.062 2.943 k’=17 dL ------------------------0.059 2.724 3.224 0.928 2.265 3.344 1.515 2.129 0.101 0.702 2.362 2.145 1.979 2.051 3.130 0.859 2.054 3.153 1.240 0.944 1.110 0.269 0.345 1.156 2.079 2.409 3.531 3.642 3.379 0.132 0.335 3.080 1.823 2.177 2.287 2.614 2.668 0.393 1.733 2.887 2.431 0.731 3.528 3.283 1.177 1.382 2.338 2.307 0.394 1.896 0.418 1.658 3.395 3.877 0.458 1.553 0.416 1.784 2.340 1.189 2.043 2.031 2.098 0.628 0.312 0.178 0.012 2.518 0.206 1.420 3.090 1.604 3.108 2.977 1.819 0.409 0.984 1.211 3.740 0.472 0.120 0.136 1.087 1.641 2.003 1.654 2.052 0.411 2.792 2.489 1.103 3.005 1.311 1.632 dU --------3.434 2.198 3.419 2.974 2.104 0.484 0.093 2.129 2.404 0.235 2.358 3.992 2.215 1.747 0.908 k’=14 dL ------------0.908 0.600 2.908 1.418 0.836 0.575 0.438 0.875 0.005 2.961 2.990 1.160 3.138 0.019 1.638 0.287 1.477 2.006 1.260 1.707 0.256 0.796 0.229 1.116 2.239 0.979 k’=20 dL ------------------------------------0.239 1.085 2.318 2.351 2.184 1.147 3.910 2.063 0.240 1.826 2.924 1.177 0.484 2.495 0.525 0.585 2.073 2.159 3.976 2.139 2.229 2.370 1.124 1.988 1.625 2.465 3.923 1.495 3.634 2.441 3.464 2.554 2.128 3.954 2.148 2.526 2.038 1.880 2.081 0.076 1.254 0.087 0.565 dU --------------------------------3.626 0.045 1.980 1.083 0.882 0.557 3.253 0.554 dU ------------------------------------3.967 k’=19 dL --------------------------------0.048 0.172 2.127 2.844 2.225 2.545 0.163 2.026 2.606 0.586 2.619 3.186 2.705 3.920 2.050 3.488 0.013 2.139 1.424 0.076 0.240 3.078 0.430 0.929 2.000 1.107 3.330 2.829 2.097 2.451 0.973 1.263 0.660 0.840 0.448 3.057 2.087 0.309 3.575 0.776 2.754 2.138 2.406 3.291 0.160 0.785 0.195 2.106 2.632 3.373 0.211 2.000 2.266 3.368 3.991 .241 2.378 3.247 1.191 0.571 2.445 0.908 2.064 1.153 0.099 3.391 0.763 0.135 2.813 2.586 2.049 2.105 2.220 0.955 k’=18 dL ----------------------------0.205 1.665 2.325 0.508 0.239 0.951 1.025 2.340 0.572 3.755 2.599 dU --------------------3.112 3.272 3.359 0.731 0.897 2.548 0.579 1.692 0.329 0.205 0.179 2.738 2.451 0.987 2.576 dU ----------------------------3.165 2.649 2.608 0.680 2.703 0.474 1.432 0.040 1.053 1.272 1.831 0.186 0.111 0.460 3.714 0.400 0.246 2.931 k’=16 dL --------------------0.621 dU ------------3.119 3.040 2.657 0.265 2.431 3.266 1.510 0.100 0.195 1.369 1.308 1.492 0.773 3.285 2.283 0.066 2.275 2.874 0.208 3.168 3.396 2.324 1.643 0.662 0.349 0.592 3.470 0.610 2.948 1.836 0.371 2.983 2.439 1.238 0.201 2.016 1.553 2.058 1.495 3.413 2.211 0.425 0.305 0.006 1.051 2.517 2.166 0.836 0.349 3.487 2.395 1.549 0.512 2.676 3.475 0.023 1.438 2.219 3.409 0.971 1.362 0.733 2.930 1.454 2.631 0.542 3.515 0.796 2.564 1.443 1.643 dU ----3.231 1.674 0.989 1.555 2.758 0.160 1.659 2.350 2.300 3.190 3.271 1.675 2.578 0.494 3.602 0.748 0.788 0.753 3.166 0.349 0.160 1.896 k’=13 dL --------0.323 2.937 1.840 2.646 2.995 1.761 2.547 0.222 0.138 0.383 0.070 0.899 2.296 2.068 2.557 2.126 2.367 2.692 2.829 2.149 0.919 0.327 3.499 0.193 3.277 1.053 2.247 1.555 2.397 0.731 0.972 1.055 2.401 0.492 2.603 3.277 1.443 2.868 2.293 3.208 0.512 2.348 0.454 3.141 0.156 0.783 0.299 0.946 1.708 2.588 2.398 2.286 0.088 1.252 3.730 2.348 3.671 2.318 1.392 0.228 2.080 2.259 0.275 2.680 2.774 2.283 3.213 1.874 2.233 3.757 2.575 0.103 2.142 3.297 0.610 *K’ is the number of regressors excluding the intercept dU ----------------3.200 0.106 1.072 1.838 0.703 0.183 0.165 1.535 1.118 2.612 0.439 0.156 2.683 0.370 0.961 1.974 1.425 2.337 0.522 0.041 0.634 0.414 2.887 0.347 1.187 1.473 2.792 0.588 dU ------------------------3.956 1.153 3.220 0.467 0.512 0.009 2.919 2.091 0.376 3.121 1.369 1.843 2.546 0.179 3.342 1.772 0.281 2.238 2.251 3.029 1.927 1.695 0.195 1.550 1.598 0.184 1.315 1.106 1.148 2.112 0.654 dU 3.359 0.097 3.238 0.172 1.275 2.253 1.276 2.145 0.197 1.503 3.315 2.885 k’=12 dL ----0.392 3.232 2.234 3.094 0.052 1.267 0.544 0.253 1.093 2.716 2.232 1.222 1.309 2.306 2.301 1.156 2.592 2.296 1.123 0.063 2.689 0.854 0.027 1.521 2.065 0.206 2.

343 0.225 0.222 1.417 1.315 1.475 1.438 0.252 1.116 1.972 1.000 0.572 0.496 0.152 1.643 0.120 0.254 0.453 1.523 0.405 1.002 0.140 1.830 0.579 0.325 0.168 0.113 0.867 0.065 0.448 1.020 0.164 0.486 0.546 0.312 1.001 0.089 1.497 1.271 0.564 0.921 0.889 0.195 0.599 0.262 0.652 0.000 1.927 0.643 0.040 1.005 0.037 0.749 0.203 1.850 0.324 0.014 0.974 0.811 0.018 0.607 0.000 0.230 0.989 1.362 0.863 0.027 0.529 --------------------------------------------------------0.826 0.442 0.172 0.114 0.572 K=10 K=11 K=12 K=13 K=14 K=15 K=16 K=17 K=18 K=19 K=20 K=21 ----------------------------------------0.715 0.206 0.721 0.686 0.692 0.127 0.023 1.000 0.533 0.203 0.268 0.316 0.765 0.553 0.369 0.338 1.445 1.053 0.369 1.842 0.207 1.075 0.072 1.179 0.710 0.010 1.792 0.745 0.540 ----------------------------------------------------0.518 0.408 1.785 0.597 0.088 1.766 0.034 1.018 1.325 1.696 0.127 0.121 0.431 1.713 0.182 0.315 1.334 0.143 0.675 0.187 0.007 0.388 0.178 1.067 0.734 0.574 0.163 0.780 0.244 0.609 0.158 1.089 0.534 0.167 1.018 0.025 0.015 0.273 1.084 0.161 0.203 0.032 0.189 1.448 1.795 0.244 0.045 1.976 0.402 1.383 0.928 0.516 0.289 1.398 0.8 Appendix A Table A-3 Models with no intercept (from Farebrother): Positive serial correlation Durbin-Watson One Per Cent Minimal Bound N K=0 K=1 K=2 K=3 K=4 K=5 K=6 K=7 K=8 K=9 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 45 50 55 60 65 70 75 80 85 90 95 100 150 200 0.322 0.448 0.542 0.206 0.294 0.070 0.540 0.457 0.265 1.623 0.826 0.404 0.178 1.128 1.804 0.160 1.383 1.964 0.315 0.020 0.193 0.034 0.861 0.071 0.657 0.043 0.442 1.376 0.708 0.289 1.219 0.089 1.116 0.497 --------------------------------------------------------------------0.934 0.028 0.237 1.487 0.060 1.734 0.311 0.033 0.140 1.562 0.662 0.488 0.175 0.669 0.000 0.230 0.228 1.450 0.057 1.008 1.955 0.323 0.051 0.308 0.013 0.661 0.486 ------------------------------------------------------------------------0.094 0.465 0.324 0.684 0.316 1.278 0.208 1.290 1.474 1.074 1.025 0.568 0.402 1.059 0.591 0.091 0.286 1.173 1.136 1.854 0.367 1.257 0.469 1.012 0.571 0.358 0.002 0.000 0.489 0.730 0.777 0.382 0.865 0.782 0.664 ----0.611 1.691 0.488 1.406 0.253 0.888 0.361 0.515 0.114 0.040 0.540 0.462 0.314 0.106 0.817 0.365 0.918 0.302 0.952 0.136 0.185 0.154 0.004 0.486 0.677 0.134 1.910 0.797 0.218 1.004 1.085 1.657 0.105 1.700 0.221 0.166 0.231 1.001 0.218 0.664 0.345 1.121 1.162 1.108 1.622 0.155 0.584 0.516 1.000 0.854 0.963 1.305 0.400 0.381 0.002 0.635 0.251 1.218 0.149 1.171 1.486 0.195 1.169 0.000 0.754 0.383 1.037 1.063 1.448 0.136 0.950 1.541 0.425 0.349 0.135 0.292 1.270 0.904 0.452 0.473 0.324 0.114 1.339 1.997 1.004 0.001 0.006 1.191 0.980 1.691 0.541 0.073 1.174 1.581 0.022 0.463 1.135 0.962 1.000 0.345 0.810 0.828 0.001 0.839 0.981 1.122 0.204 0.256 0.071 1.043 1.120 1.666 0.038 0.886 0.083 0.026 1.352 0.394 0.233 0.733 0.957 0.447 0.613 ------------------------0.984 1.054 1.421 0.321 1.831 0.288 0.907 0.000 0.146 1.954 1.491 0.086 0.117 1.040 1.131 1.168 1.006 0.436 1.967 0.204 1.636 0.003 0.185 1.095 0.901 0.912 0.394 0.247 1.072 0.172 0.100 1.029 1.647 0.220 1.327 0.000 0.010 0.293 1.454 0.018 1.396 0.598 0.204 0.757 0.084 1.389 0.381 1.249 0.000 0.214 1.838 0.163 1.443 1.893 0.585 1.749 0.800 0.304 0.844 0.559 0.342 1.405 0.062 0.218 0.150 0.163 0.582 ------------------------------------0.790 0.026 1.368 0.097 1.011 0.948 1.519 ------------------------------------------------------------0.087 1.653 0.516 0.561 --------------------------------------------0.049 1.129 0.196 1.279 0.227 1.362 1.568 0.340 1.137 1.756 0.088 1.030 0.864 0.077 1.276 0.663 0.092 1.905 0.357 1.417 0.634 ----------------0.000 0.079 0.336 0.776 0.025 1.774 0.077 0.376 0.442 .520 0.684 0.252 0.037 0.351 1.037 1.989 1.148 0.971 1.544 0.315 1.217 1.086 0.118 1.233 0.677 0.786 0.350 0.758 0.001 0.012 1.813 0.948 0.060 1.244 1.250 1.845 0.080 0.865 0.342 0.182 1.287 1.593 --------------------------------0.100 0.527 0.295 1.000 0.083 0.311 0.617 0.864 0.105 0.576 0.741 0.097 0.002 1.470 0.010 0.492 0.106 0.416 0.268 1.408 0.292 0.160 1.243 0.755 0.836 0.725 0.887 0.050 0.260 1.611 0.050 0.022 1.117 1.096 0.523 1.189 0.338 1.247 1.394 0.795 0.043 1.628 0.287 1.011 1.715 0.017 1.304 0.482 1.285 1.098 0.022 0.904 0.544 1.000 0.212 0.073 1.359 1.034 0.164 0.265 0.387 1.993 1.467 0.283 0.062 0.004 0.817 0.197 1.044 0.315 1.591 0.006 0.430 0.822 0.278 0.640 0.872 0.251 0.160 0.422 1.423 1.292 0.120 0.894 0.240 1.488 0.286 1.566 0.090 1.400 0.681 0.059 1.316 1.413 0.075 1.421 0.292 0.201 1.644 0.623 0.333 0.921 0.284 0.189 0.023 0.838 0.401 1.938 0.985 1.004 1.127 1.722 0.374 0.622 0.058 1.387 0.138 0.298 0.590 0.031 0.602 0.508 ----------------------------------------------------------------0.128 1.617 0.232 0.000 0.225 1.517 0.923 0.961 0.103 1.593 0.460 0.176 1.342 1.063 0.710 0.904 0.102 1.919 0.008 0.358 0.056 0.190 1.217 0.095 1.421 0.333 0.183 1.131 0.613 0.185 0.709 0.000 0.640 0.189 1.257 1.936 0.411 0.392 1.155 1.721 0.254 1.694 0.408 1.839 0.635 0.046 0.434 0.229 1.944 0.679 0.268 0.129 0.446 0.901 0.727 0.449 0.021 0.103 1.356 1.670 0.883 0.139 1.063 1.264 0.693 0.833 0.001 0.469 0.654 --------0.354 0.660 0.046 1.247 0.050 0.755 0.185 0.426 1.558 0.026 1.412 1.271 1.000 0.459 1.516 0.101 1.006 0.549 0.885 0.395 0.587 0.248 1.319 1.738 0.475 ----------------------------------------------------------------------------0.130 1.941 0.460 1.485 0.564 0.350 0.176 0.434 --------------------------------------------------------------------------------0.116 1.934 0.049 0.073 0.200 1.981 1.539 0.703 0.001 0.089 0.078 1.087 0.139 0.043 0.768 0.773 0.997 1.275 0.166 1.068 0.317 1.624 --------------------0.987 1.237 0.040 0.384 0.797 0.867 0.047 1.499 0.011 0.013 0.248 1.341 0.104 0.490 1.001 0.516 0.185 1.516 0.378 1.158 0.808 0.327 1.503 1.004 1.113 0.486 0.059 1.558 1.047 0.430 0.213 1.184 0.733 0.105 0.795 0.744 0.431 1.155 1.459 0.805 0.451 0.008 0.147 1.880 0.141 0.146 1.072 1.124 0.510 1.017 0.207 1.033 1.978 0.145 0.759 0.286 1.521 0.298 0.001 0.503 0.262 1.912 0.502 1.155 1.583 0.036 0.598 1.993 1.209 1.847 0.609 0.426 0.429 1.230 0.000 0.890 0.760 0.373 1.809 0.491 0.466 1.348 1.530 1.447 0.723 0.009 0.056 1.282 0.005 0.125 1.457 0.857 0.067 0.954 0.936 1.372 1.288 0.798 0.551 ------------------------------------------------0.388 1.023 0.644 ------------0.453 ------------------------------------------------------------------------------------0.056 0.105 1.241 0.401 0.614 0.000 0.341 1.002 0.396 1.886 0.032 0.333 0.385 1.025 0.366 0.028 1.015 0.057 0.974 0.000 0.202 0.869 0.265 0.143 1.062 0.014 0.236 1.552 0.223 0.908 0.940 0.000 0.597 0.005 0.762 0.995 1.646 0.885 0.841 0.705 0.603 ----------------------------0.925 0.483 1.232 0.494 0.416 1.207 0.111 1.149 0.317 1.260 0.205 0.241 0.003 0.317 0.929 0.072 1.571 1.364 1.361 1.144 0.960 1.796 0.107 0.341 0.873 0.044 1.632 0.517 0.942 0.

118 0.464 1.491 1.320 0.130 0.666 1.774 0.711 0.183 1.704 0.730 0.697 0.218 0.783 0.603 1.555 1.230 1.219 1.599 1.894 0.051 0.748 1.122 0.001 0.529 0.197 1.099 1.172 1.771 0.651 0.313 1.811 0.367 1.111 1.517 1.497 0.134 0.235 0.467 1.288 1.514 1.055 0.001 0.094 0.336 1.033 1.207 0.443 0.472 1.107 0.563 0.717 0.002 1.154 1.243 1.101 1.900 0.404 0.331 0.848 0.221 1.430 1.167 1.833 0.113 1.676 1.053 1.371 0.096 1.353 0.804 0.785 0.104 0.502 1.024 0.882 0.015 0.852 0.427 0.374 1.455 0.147 1.096 1.067 0.012 0.340 K=7 ----------------------------0.578 0.420 1.154 0.766 0.242 1.022 0.004 0.252 0.584 0.731 0.754 0.001 0.572 1.390 0.468 0.456 1.120 0.211 1.397 0.272 1.194 1.187 1.259 1.323 1.376 K=6 ------------------------0.058 0.478 0.455 1.460 0.002 0.648 0.618 0.482 K=3 ------------0.164 1.947 1.313 1.213 0.445 0.047 1.219 1.027 1.008 0.638 1.235 0.556 0.352 1.132 1.274 0.967 0.203 0.075 0.164 0.283 1.980 1.156 0.058 0.191 K=11 --------------------------------------------0.426 1.963 0.822 0.521 1.380 0.355 0.160 1.741 0.328 0.004 1.491 1.802 0.325 1.042 0.373 1.070 0.785 0.113 1.410 0.940 0.916 0.013 0.787 0.566 1.184 0.353 0.654 1.344 1.489 0.171 1.291 1.298 0.597 0.212 1.012 0.658 0.271 0.136 0.799 0.483 1.020 1.911 0.171 0.567 0.245 1.252 0.464 0.497 1.787 0.516 K=2 --------0.245 1.395 0.501 0.687 1.171 0.729 0.385 1.626 0.534 0.537 1.137 1.344 0.564 0.003 0.432 1.669 0.016 0.919 0.279 0.387 1.050 0.303 0.523 0.930 1.797 0.006 0.333 0.432 1.280 0.942 0.108 1.085 0.245 1.205 1.580 1.600 1.026 1.524 0.820 0.382 1.007 1.301 1.823 0.328 1.278 1.054 1.590 0.913 0.837 0.479 0.875 0.428 1.266 0.080 1.037 0.552 1.267 0.544 0.493 0.445 1.624 0.708 1.326 0.026 0.645 1.679 1.846 0.180 1.465 1.275 1.576 1.384 0.339 0.770 0.029 1.082 1.729 0.889 0.293 1.083 0.753 0.939 1.943 0.170 1.408 1.400 0.800 0.418 0.347 1.217 0.169 1.592 0.365 1.361 0.419 0.297 1.152 1.297 1.115 K=13 ----------------------------------------------------0.728 1.212 1.567 0.525 0.256 1.772 65 70 75 80 85 90 95 100 150 200 1.211 1.082 1.661 0.013 1.945 0.527 1.815 0.911 0.483 0.684 0.252 0.414 1.062 1.055 1.049 0.098 0.132 1.720 0.910 0.365 0.225 0.038 K=15 ------------------------------------------------------------0.143 0.034 0.989 1.905 0.826 0.624 1.697 1.504 1.190 0.657 0.345 1.405 1.323 1.442 0.9 Durbin-Watson Significance Tables Table A-4 Models with no intercept (from Farebrother): Positive serial correlation Durbin-Watson Five Per Cent Minimal Bound N 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 45 50 55 60 K=0 0.630 0.288 0.900 0.802 0.314 0.001 0.799 0.752 0.179 1.674 0.105 0.004 0.288 1.514 0.673 0.301 1.204 1.024 1.000 0.101 0.277 1.545 1.889 0.587 1.357 0.131 0.561 1.224 1.312 1.130 0.505 1.964 0.401 1.564 0.829 0.201 1.527 0.530 0.260 1.236 0.417 1.099 1.037 0.420 1.354 1.851 0.687 0.202 1.914 0.584 1.293 0.159 0.064 1.252 1.467 0.142 0.922 0.400 0.069 0.084 1.691 0.225 1.676 0.854 0.374 0.046 1.468 1.114 1.693 1.365 0.066 0.016 0.726 0.357 1.106 0.385 0.706 0.173 0.616 0.064 1.076 0.010 0.044 0.000 0.435 0.326 1.738 1.005 0.422 1.004 0.684 0.066 1.480 0.511 0.000 1.641 0.238 1.403 1.112 0.613 1.590 1.595 0.463 0.025 1.000 0.860 0.075 1.538 0.849 0.266 1.551 1.052 0.290 1.633 1.375 1.064 0.241 0.108 1.341 1.651 0.036 0.447 K=4 ----------------0.153 K=12 ------------------------------------------------0.698 0.562 0.532 0.050 1.180 0.060 0.611 1.275 1.155 1.040 0.128 1.760 0.376 0.723 0.641 0.012 1.918 0.303 K=8 --------------------------------0.466 0.000 0.972 1.010 1.373 1.472 0.652 1.758 0.537 1.283 0.940 0.229 K=10 ----------------------------------------0.358 0.385 1.429 1.609 1.184 1.094 1.211 0.568 1.147 0.354 0.041 0.125 1.720 1.753 0.152 1.028 0.151 0.403 1.309 0.400 0.533 .014 0.275 0.647 0.324 0.528 1.211 0.488 0.565 0.612 0.877 0.305 1.631 0.202 1.146 0.271 1.610 0.373 1.940 0.343 1.843 0.339 0.559 1.073 1.277 1.563 0.549 K=1 ----0.376 1.883 0.119 0.136 1.221 0.492 1.291 0.530 0.013 1.583 0.210 0.386 0.916 0.412 1.000 1.209 1.461 1.251 0.322 0.023 1.011 0.769 0.058 1.020 0.567 0.441 1.237 0.879 0.712 0.025 1.614 1.199 0.399 1.720 0.836 0.635 1.868 0.476 1.925 0.222 1.134 1.612 1.635 0.706 1.462 0.266 K=9 ------------------------------------0.259 1.089 0.342 1.006 0.979 1.093 0.031 0.280 0.474 0.115 1.152 1.061 1.213 1.310 1.678 0.436 1.972 1.347 0.984 1.000 K=16 ----------------------------------------------------------------0.523 0.506 1.523 0.595 1.000 0.556 0.847 0.264 1.563 0.869 0.593 0.492 0.307 0.525 0.167 1.038 1.964 0.738 0.304 1.436 1.374 1.175 0.927 0.452 1.397 1.449 0.302 0.004 1.445 1.450 0.178 0.041 1.139 0.854 0.508 0.685 0.185 0.279 0.624 1.216 1.624 1.590 0.811 0.923 K=18 ------------------------------------------------------------------------0.235 0.001 0.644 1.341 1.699 0.425 0.562 0.069 0.132 1.007 0.427 0.394 1.476 0.375 1.248 0.340 1.885 K=19 ----------------------------------------------------------------------------0.674 0.156 1.201 1.942 0.190 0.622 1.005 0.872 0.412 K=5 --------------------0.286 0.081 0.476 1.223 0.884 0.183 0.536 0.236 1.983 1.374 0.301 1.589 0.778 0.477 1.368 0.216 0.591 0.523 0.280 1.314 0.305 0.250 1.950 1.037 0.747 0.759 1.600 0.993 1.946 0.253 1.400 1.423 1.120 1.635 0.693 0.485 0.536 1.230 1.300 1.004 0.340 1.109 1.653 0.129 1.238 0.040 1.077 K=14 --------------------------------------------------------0.120 1.337 0.091 1.025 0.394 1.810 K=21 ------------------------------------------------------------------------------------0.318 1.177 1.193 1.031 0.282 1.087 0.889 0.443 1.348 1.000 0.294 1.306 0.168 0.301 0.101 0.000 0.088 1.823 0.872 0.623 0.297 0.604 0.751 0.419 0.570 0.526 1.164 0.573 1.317 1.185 1.143 1.238 1.457 0.520 1.195 0.600 1.846 0.807 0.374 1.953 1.061 0.364 0.388 0.734 0.289 1.655 1.876 0.373 1.075 1.049 1.895 0.141 1.046 0.253 1.746 0.439 0.972 1.183 1.237 0.536 1.768 0.544 1.075 0.705 0.575 0.563 0.199 0.260 1.177 0.153 1.011 1.965 0.668 0.412 0.530 1.620 0.326 0.246 1.072 1.481 0.001 0.341 0.539 0.590 0.992 1.138 1.810 0.001 0.140 0.156 0.376 0.180 0.355 0.256 0.195 0.307 1.424 1.188 1.418 0.487 1.169 1.260 0.160 1.105 0.442 1.986 1.007 0.072 1.000 0.497 1.229 1.120 0.082 1.018 0.330 1.321 0.345 0.567 1.408 0.258 1.409 0.079 1.055 1.666 1.098 1.833 0.023 0.635 0.184 1.148 0.011 0.432 0.754 0.984 1.342 1.350 1.211 0.504 0.333 1.551 1.909 1.022 0.669 0.320 1.509 1.047 0.593 0.677 0.075 0.862 0.001 0.199 1.148 1.029 0.460 0.847 K=20 --------------------------------------------------------------------------------0.100 1.130 0.001 0.965 1.581 1.097 0.540 0.017 1.268 0.166 0.379 1.474 1.268 1.227 1.118 0.763 0.254 0.461 1.114 1.056 0.706 0.489 1.718 1.110 0.962 K=17 --------------------------------------------------------------------0.028 0.634 1.002 0.087 0.615 0.141 1.989 1.448 1.508 1.175 1.019 0.609 0.081 0.709 0.235 1.238 1.972 1.035 1.436 0.460 0.252 0.392 0.398 1.266 0.191 1.347 1.047 1.130 1.644 0.955 0.593 1.

034 1.490 1.955 0.571 0.628 0.185 0.603 1.911 1.796 0.482 90 1.687 1.699 0.302 0.576 0.756 0.317 0.367 1.723 0.045 1.338 1.341 0.333 0.623 0.423 1.962 1.338 1.816 1.044 1.704 0.232 0.089 1.427 1.046 1.146 1.197 0.499 0.294 0.883 0.030 0.120 1.214 1.483 2.138 0.392 1.405 0.240 1.486 0.572 1.483 1.993 1.705 2.286 0.446 0.172 1.305 0.251 1.060 1.861 0.381 1.233 0.800 0.097 1.672 2.929 0.844 0.026 1.989 1.670 0.649 0.105 1.960 1.205 0.110 0.034 1.690 1.624 1.981 1.857 0.833 0.517 2.207 1.607 0.540 0.116 2.037 0.464 0.152 1.537 0.436 1.657 2.383 1.460 0.019 0.283 0.207 0.163 1.761 2.341 0.508 0.017 1.880 0.179 2.831 0.653 0.116 1.749 1.513 1.826 0.826 0.101 1.925 0.466 85 1.762 0.262 1.208 1.151 0.602 0.985 1.797 0.034 0.795 0.396 1.025 0.613 1.148 0.288 0.823 1.382 0.185 1.185 0.646 0.499 2.988 2.058 1.131 2.250 1.071 1.155 1.334 0.571 1.189 0.265 1.292 1.497 0.204 1.408 70 1.075 1.904 0.581 0.504 2.934 0.723 2.286 1.074 1.227 1.368 2.674 0.940 0.019 2.518 2.182 0.743 0.127 0.678 0.580 1.040 1.004 1.176 0.481 0.434 0.517 0.429 0.681 0.385 1.260 0.765 0.563 1.470 1.439 0.134 1.465 0.990 2.362 0.196 1.244 1.958 0.494 2.445 1.762 2.111 1.225 1.318 1.049 1.886 0.871 2.025 1.139 0.218 0.465 0.635 0.204 0.865 0.657 65 1.987 1.317 1.692 0.568 0.029 1.582 1.353 2.512 2.523 150 1.401 1.249 2.445 1.503 1.593 0.190 1.103 1.047 1.350 0.237 1.243 0.012 1.181 2.585 1.179 0.089 1.948 0.216 1.517 0.457 1.710 0.063 1.094 0.573 1.804 0.700 0.083 0.438 0.643 0.222 1.271 0.401 0.755 0.106 0.598 1.562 0.887 0.919 0.811 0.725 K=20 --------------------------------------------------------------------------------0.162 1.516 0.389 0.023 1.380 0.268 0.378 1.961 0.613 0.479 2.904 0.457 0.684 0.077 2.518 0.931 1.923 0.215 2.191 0.114 K=9 ------------------------------------0.319 K=3 ------------0.315 0.105 1.644 1.460 1.090 0.682 1.826 0.708 0.059 1.020 0.886 0.247 1.828 2.587 0.442 1.178 1.364 1.193 1.502 0.317 1.854 0.004 1.102 1.054 1.254 1.286 1.155 2.026 1.236 1.558 1.160 1.755 0.062 0.492 0.072 1.963 1.060 1.136 1.516 0.051 1.565 0.611 0.209 1.789 1.448 80 1.017 1.402 1.345 0.625 1.053 0.582 1.502 1.178 2.790 0.745 0.197 1.324 0.713 0.050 0.117 1.144 0.172 0.605 0.241 0.321 1.286 1.289 1.731 0.342 1.088 1.994 1.038 0.037 1.268 1.782 0.425 0.868 0.116 1.416 0.395 1.771 1.957 1.059 1.838 1.137 1.742 2.459 0.671 1.880 0.865 K=16 ----------------------------------------------------------------0.805 0.663 0.324 0.398 2.074 0.955 1.287 1.417 1.071 0.585 2.247 0.217 1.431 1.902 1.974 0.125 0.354 0.383 0.513 1.722 0.314 0.185 1.044 1.569 1.217 0.220 1.126 2.647 0.488 1.067 0.136 1.135 0.218 0.124 0.178 1.108 1.373 1.463 1.267 1.179 0.454 0.888 0.516 0.614 0.421 0.254 0.320 2.183 K=7 ----------------------------0.907 0.611 200 1.315 1.200 1.120 0.351 0.290 1.544 0.607 2.485 0.686 0.551 1.155 1.189 1.519 0.795 0.540 0.429 75 1.652 0.000 1.376 0.369 0.043 0.199 2.267 0.141 0.744 0.147 1.167 1.158 0.957 0.068 0.825 1.078 K=10 ----------------------------------------0.721 0.950 1.597 0.934 0.024 2.166 1.210 0.475 0.043 1.345 1.777 0.515 2.218 0.796 0.361 1.972 K=13 ----------------------------------------------------0.359 1.128 1.275 0.360 0.268 2.617 0.387 1.847 0.941 0.452 0.634 1.886 1.813 0.121 1.026 1.010 1.789 1.885 0.342 1.688 2.072 1.410 0.353 1.128 1.917 1.008 2.140 1.442 0.511 2.081 0.631 2.916 1.388 1.974 1.715 0.325 0.460 0.954 0.037 0.232 0.636 0.758 0.072 1.293 1.644 2.195 1.278 0.913 1.910 0.289 1.881 1.747 1.489 2.624 0.311 0.521 1.043 K=11 --------------------------------------------0.020 0.341 1.251 1.195 0.400 0.566 2.880 1.567 0.098 0.502 0.584 0.838 0.291 0.980 1.443 1.362 1.394 0.912 0.871 2.364 1.100 1.006 1.136 0.080 0.699 1.308 0.289 0.828 0.561 1.325 1.669 0.022 1.516 0.257 2.666 0.426 1.198 0.149 0.550 0.640 0.315 1.239 2.276 1.120 0.696 0.080 0.103 1.002 1.836 2.422 1.073 1.228 1.085 1.148 0.359 2.782 0.062 0.836 0.057 1.797 0.557 1.703 0.854 0.609 0.248 1.156 0.218 K=6 ------------------------0.760 K=19 ----------------------------------------------------------------------------0.168 0.050 0.497 95 1.474 1.675 0.921 0.206 0.073 1.797 0.395 0.316 1.154 0.486 0.145 2.402 1.340 1.510 0.947 1.597 0.298 0.753 0.544 0.248 1.431 1.783 2.484 1.691 K=21 ------------------------------------------------------------------------------------0.327 1.163 0.459 1.795 K=18 ------------------------------------------------------------------------0.489 0.289 1.540 0.998 2.324 1.644 0.269 0.635 0.411 0.971 1.905 0.266 0.090 2.405 1.155 1.494 0.850 0.252 K=5 --------------------0.312 1.539 0.541 0.365 0.189 1.160 1.313 0.131 1.162 0.288 0.944 0.252 0.470 0.448 1.316 2.176 1.207 1.095 1.467 0.238 0.654 1.099 0.948 1.389 0.888 0.912 0.759 0.220 0.730 0.749 0.315 1.077 0.115 0.712 1.669 0.276 0.263 2.120 0.817 0.817 0.358 0.430 0.579 0.944 1.245 0.256 0.090 1.260 1.508 2.857 2.993 1.164 0.845 0.172 1.336 0.664 1.315 1.231 2.296 2.125 1.182 1.120 1.277 0.040 1.084 1.453 0.231 1.544 1.105 0.10 Appendix A Table A-5 Models with no intercept (from Farebrother): Negative serial correlation Durbin-Watson Ninety Five Per Cent Minimal Bound N 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 45 50 55 60 K=0 1.677 0.383 K=1 ----0.040 1.449 0.316 1.022 0.049 1.408 1.890 0.339 1.843 1.008 K=12 ------------------------------------------------0.473 0.285 K=4 ----------------0.077 1.384 0.987 2.591 0.368 0.426 0.371 0.181 0.283 1.453 1.419 1.045 1.143 1.596 2.372 2.247 1.117 1.158 1.829 0.487 0.098 2.462 0.516 0.593 1.710 0.618 2.357 1.529 0.705 0.342 0.927 0.257 1.841 0.118 1.011 1.022 0.798 0.087 1.316 1.230 0.908 0.350 0.733 0.149 K=8 --------------------------------0.469 1.463 1.273 1.174 1.974 0.011 0.372 1.388 0.348 1.287 1.349 0.218 1.938 0.422 0.292 0.173 1.416 1.029 1.356 1.852 0.046 0.623 0.153 1.271 1.260 0.100 0.032 0.768 0.314 0.885 0.752 0.989 1.501 2.521 0.295 1.516 1.858 1.244 0.491 0.657 0.068 0.488 0.201 1.034 0.951 1.830 K=17 --------------------------------------------------------------------0.230 0.411 1.130 1.376 0.721 0.107 1.978 0.367 1.995 1.370 2.997 1.574 0.027 0.113 0.086 0.559 0.097 0.622 0.316 0.282 0.936 K=14 --------------------------------------------------------0.053 2.542 0.442 .664 1.044 2.564 0.607 1.369 1.484 2.421 0.168 1.754 0.863 0.146 1.981 1.140 1.351 K=2 --------0.218 0.258 1.406 0.475 1.413 0.246 0.201 0.110 2.203 1.373 2.373 0.193 0.872 0.647 0.092 1.582 1.158 0.732 1.453 2.644 1.091 0.265 0.412 1.228 2.549 0.936 1.213 1.264 0.734 0.785 0.954 1.230 0.661 0.129 0.557 0.501 0.497 0.967 0.578 0.139 1.822 0.373 0.867 0.590 0.950 1.171 1.894 0.805 2.546 0.474 2.844 2.358 0.058 0.244 1.373 2.430 0.575 2.332 2.516 2.049 1.901 K=15 ------------------------------------------------------------0.655 1.904 0.113 0.033 1.530 1.004 1.869 0.566 0.018 1.506 1.364 2.193 1.127 1.088 1.391 0.057 0.773 0.792 0.028 1.864 0.774 0.734 0.921 0.684 0.063 1.510 100 1.344 2.229 1.

937 1.379 1.480 2.818 2.841 1.760 1.559 2.944 1.625 0.996 2.621 1.208 1.036 2.069 0.548 0.075 2.414 1.114 1.555 2.339 2.928 1.600 2.447 2.237 1.576 2.560 2.086 2.846 1.106 1.847 2.399 0.836 2.286 K=8 --------------------------------0.428 2.944 1.763 0.541 1.185 2.915 1.841 1.316 2.650 1.113 2.042 1.460 1.039 0.991 1.896 1.500 2.839 1.667 0.570 1.295 0.684 2.176 2.576 0.459 1.471 0.375 2.349 2.148 1.322 2.189 2.041 1.226 0.345 0.165 2.213 1.155 2.645 0.627 2.281 2.331 1.139 2.044 0.947 0.170 0.823 0.538 2.736 0.042 1.563 2.482 1.299 1.398 2.384 1.267 2.142 1.871 1.621 1.597 0.989 2.043 3.177 2.081 2.231 2.747 1.299 2.611 1.264 2.927 2.302 1.866 1.608 1.229 2.067 0.332 2.805 1.535 2.710 1.370 1.964 2.316 0.425 2.207 1.237 2.239 2.372 0.132 2.215 2.353 2.802 1.404 2.442 1.310 2.103 K=12 ------------------------------------------------0.879 1.448 2.898 0.274 0.409 K=5 --------------------0.327 2.812 1.043 2.746 1.965 1.709 2.743 0.471 2.631 2.621 2.150 0.678 0.938 0.421 2.797 2.716 2.073 0.204 0.102 2.504 0.494 1.500 2.341 1.502 1.460 2.450 1.115 1.140 2.395 2.347 2.484 1.430 1.036 1.424 2.506 2.496 2.005 2.581 2.235 1.640 2.983 1.231 2.934 1.416 2.122 2.669 1.766 1.441 1.111 1.814 2.975 1.460 0.746 1.244 1.094 1.399 2.643 2.993 1.292 2.151 K=11 --------------------------------------------0.737 0.878 2.226 1.837 1.222 2.926 1.859 1.022 1.676 2.082 1.646 1.038 1.191 2.280 0.224 1.255 2.948 2.264 2.858 2.289 2.267 1.349 2.176 1.200 2.902 K=16 ----------------------------------------------------------------0.427 2.180 2.575 2.727 2.577 1.635 0.118 2.634 2.234 2.081 2.970 1.098 2.510 2.781 1.128 2.642 1.954 1.212 2.387 2.127 2.207 2.285 1.501 2.025 0.736 2.357 2.977 2.675 1.224 1.837 0.228 2.077 2.595 2.042 2.549 0.406 2.090 2.948 1.874 2.119 1.517 2.999 2.266 1.037 2.065 2.055 2.572 2.530 1.391 2.779 0.265 2.847 0.374 2.787 1.539 0.454 1.196 1.296 2.975 2.635 2.615 2.435 2.817 2.796 K=18 ------------------------------------------------------------------------0.516 1.831 1.656 1.102 1.802 1.979 1.766 2.219 2.559 2.906 1.889 1.473 2.217 1.445 0.604 2.840 1.226 2.567 2.777 2.585 0.725 2.967 1.153 0.512 0.039 1.417 2.125 2.204 2.801 2.093 1.576 65 70 75 80 85 90 95 100 150 200 2.836 0.600 2.295 2.327 2.128 2.503 2.086 2.477 0.250 1.883 1.323 2.314 2.696 1.151 2.885 1.374 2.281 0.808 2.325 2.244 1.338 2.214 2.292 2.056 2.552 0.408 0.700 1.290 2.503 2.618 2.244 2.043 1.838 1.999 2.392 1.054 2.723 1.342 2.858 0.660 1.329 K=7 ----------------------------0.133 3.546 1.035 2.154 2.807 0.014 2.789 2.287 2.249 2.831 1.644 2.186 2.374 0.459 2.612 2.157 1.171 2.430 2.749 1.337 0.849 K=17 --------------------------------------------------------------------0.046 2.070 2.911 1.737 1.340 1.375 0.063 2.516 2.294 2.478 1.360 2.204 2.143 2.861 1.614 1.515 2.574 1.561 1.842 1.352 2.012 2.396 2.363 2.140 1.796 0.294 2.336 2.631 K=21 ------------------------------------------------------------------------------------0.051 0.107 1.842 0.092 2.842 1.438 2.007 2.204 2.623 2.355 2.787 2.231 2.102 2.359 1.145 2.173 2.983 2.264 2.199 2.991 2.954 K=15 ------------------------------------------------------------0.082 .755 2.435 2.895 1.028 0.004 K=14 --------------------------------------------------------0.356 1.098 0.484 K=3 ------------0.632 1.416 0.872 0.409 0.325 2.943 0.788 0.371 0.023 2.626 2.349 2.181 2.179 2.617 0.714 1.346 0.511 2.021 0.272 1.154 1.515 2.132 0.433 2.197 K=10 ----------------------------------------0.794 0.683 0.446 0.828 2.893 1.020 2.124 2.088 2.242 K=9 ------------------------------------0.415 1.765 0.218 0.512 2.767 1.075 2.796 0.118 1.358 1.544 1.434 2.915 1.697 1.358 0.032 1.220 2.999 1.155 2.541 1.036 2.591 1.713 1.382 0.492 2.811 1.131 2.185 0.413 0.030 2.404 1.592 0.517 0.937 1.552 0.487 2.891 1.661 2.902 1.107 2.220 2.434 2.100 2.253 2.776 2.402 2.710 1.508 2.514 2.932 0.901 0.165 2.381 1.275 2.157 2.235 2.516 2.420 1.690 2.260 2.675 1.256 2.935 1.729 1.773 1.252 2.205 2.641 2.131 1.268 2.327 1.465 0.104 1.142 2.119 1.821 0.306 2.986 2.519 K=2 --------0.961 2.124 1.374 2.449 2.124 2.925 1.484 2.305 1.287 2.947 1.899 1.143 0.125 2.363 1.983 2.167 2.843 2.609 2.307 0.473 2.438 2.967 2.989 1.307 2.781 1.410 1.742 K=19 ----------------------------------------------------------------------------0.363 2.361 2.081 0.707 2.101 3.493 1.135 2.210 2.735 2.188 2.640 2.766 2.746 2.293 2.391 2.035 0.366 2.317 2.367 2.079 2.166 3.415 2.700 0.596 0.699 2.373 2.323 2.315 2.837 2.461 0.884 0.499 2.357 2.250 2.255 1.966 1.221 3.261 3.184 1.056 2.985 1.635 2.756 1.269 2.954 1.390 1.155 0.740 1.166 1.035 1.997 2.683 2.465 1.862 0.613 1.882 0.107 0.118 1.627 2.458 2.981 1.425 2.324 2.430 0.286 2.938 1.237 0.198 3.448 K=4 ----------------0.282 2.268 0.518 2.380 2.790 1.517 0.320 2.312 0.263 0.682 2.700 2.803 1.849 1.470 1.911 1.449 2.387 1.654 0.309 1.956 1.931 1.756 2.907 1.717 2.656 0.222 2.789 1.714 0.534 2.361 2.365 2.572 1.221 1.265 2.986 2.687 K=20 --------------------------------------------------------------------------------0.578 1.174 1.667 2.917 1.190 2.586 1.300 2.240 2.437 2.031 2.195 0.235 3.982 1.485 0.209 2.071 2.087 0.186 1.202 0.11 Durbin-Watson Significance Tables Table A-6 Models with no intercept (from Farebrother): Negative serial correlation Durbin-Watson Ninety Nine Per Cent Minimal Bound N 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 45 50 55 60 K=0 1.721 0.948 1.827 1.023 0.066 2.509 1.071 3.303 1.879 1.156 2.510 1.885 1.103 2.992 2.439 1.813 1.651 1.198 2.647 2.387 2.917 2.361 2.986 1.242 2.459 1.436 2.598 0.518 2.113 2.333 2.623 1.370 K=6 ------------------------0.282 1.926 1.251 0.507 1.435 2.583 2.668 2.537 1.369 2.435 2.177 1.799 1.579 1.718 0.196 1.695 0.364 1.871 1.061 2.038 2.607 1.152 2.319 0.158 1.967 1.660 2.190 2.096 0.053 2.052 2.347 2.834 0.168 2.847 1.500 2.664 0.043 1.296 2.759 1.169 0.844 1.997 2.891 0.966 1.842 2.874 1.174 2.647 0.691 1.211 2.124 2.121 2.054 K=13 ----------------------------------------------------0.950 1.506 2.317 2.692 2.240 1.290 1.948 1.260 2.133 0.321 1.044 1.492 1.344 2.411 2.969 2.722 1.031 0.477 1.367 2.462 2.039 2.351 1.003 2.828 2.189 2.542 1.432 2.027 2.761 0.080 0.233 2.098 2.914 0.736 1.684 1.291 2.786 1.604 1.946 2.908 2.519 2.430 2.379 1.293 2.416 1.991 2.088 1.417 2.073 2.654 2.992 1.329 2.848 1.975 2.231 2.292 2.592 2.111 2.553 K=1 ----0.227 1.257 0.909 1.765 1.408 2.740 1.016 2.553 0.142 2.046 2.377 2.262 2.007 1.990 2.924 0.776 2.489 0.279 2.014 2.280 2.643 2.020 2.537 1.730 1.428 2.166 1.215 2.061 2.198 0.219 2.907 1.423 2.869 1.517 2.486 2.951 3.461 2.847 2.514 2.059 2.616 1.225 0.614 2.914 1.587 0.159 2.577 1.807 1.898 1.435 2.586 2.675 2.132 1.384 2.628 2.250 2.470 2.446 2.189 2.444 1.344 2.097 1.776 1.683 1.638 2.019 0.519 2.451 1.418 2.119 0.466 2.140 2.102 2.669 1.590 2.666 0.678 1.269 2.059 0.276 2.017 2.538 1.181 2.609 2.670 1.764 0.263 2.083 1.308 2.121 0.107 2.890 2.739 0.319 1.745 2.750 1.519 2.659 1.