In multiple regression, the Durbin-Watson test is used to determine if there is autocorrelation in the regression model

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The Durbin-Watson test is commonly used to check for autocorrelation in the residuals of a multiple regression model. A value of 2 for the Durbin-Watson test statistic indicates no autocorrelation, while values less than 2 or greater than 2 indicate positive or negative autocorrelation, respectively.

In Multiple Regression, the Durbin-Watson Test Is Used to Determine