Calculates the Durbin-Watson statistic
|Parameters:||resids (array-like) –|
The null hypothesis of the test is that there is no serial correlation. The Durbin-Watson test statistics is defined as:
The test statistic is approximately equal to 2*(1-r) where
r is the sample autocorrelation of the residuals. Thus, for r == 0, indicating no serial correlation, the test statistic equals 2. This statistic will always be between 0 and 4. The closer to 0 the statistic, the more evidence for positive serial correlation. The closer to 4, the more evidence for negative serial correlation.
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