I applied the DW test to my regression model in R and I got a DW test statistic of 1.78 and a p-value of 2.2e-16 = 0.
Does this mean there is no autocorrelation between the residuals because the stat is close to 2 with a small p-value or does it mean although the stat is close to 2 the p-value is small and thus we reject the null hypothesis of there existing no autocorrelation?
Best Answer
In R, the function
durbinWatsonTest()
fromcar
package verifies if the residuals from a linear model are correlated or not:As the p value was near from zero it means one can reject the null.