Durbin-Watson Test

stamox.hypothesis.durbin_watson_test(resids: ArrayLike, axis: int = 0)

Computes the Durbin-Watson statistic for a given array of residuals.

Parameters:

Name	Type	Description	Default
resids	array	An array of residuals.	required
axis	int	The axis along which to compute the statistic. Defaults to 0.	0

Returns:

Type	Description
DurbinWatsonTest	The Durbin-Watson Test object.

Examples:

>>> import jax.numpy as jnp
>>> from stamox.functions import durbin_watson_test
>>> resids = jnp.array([1, 2, 3, 4, 5])
>>> durbin_watson_test(resids)
Durbin-Waston Test(statistic=0.0, parameters=None, p_value=None)

stamox.hypothesis.DurbinWatsonTest

Class for performing the Durbin-Watson Test.

This class is a subclass of HypoTest and provides methods to perform the Durbin-Waston Test.

Attributes:

Name	Type	Description
statistic	float	The test statistic.
parameters	tuple	The parameters of the test.
p_value	float	The p-value of the test.