Video: Durbin Watson xeem siv rau dab tsi?
2024 Tus sau: Miles Stephen | [email protected]. Kawg hloov kho: 2023-12-15 23:36
Durbin – Watson cov ntaub ntawv . Hauv kev txheeb cais, cov Durbin – Watson cov ntaub ntawv yog a xeem statistic siv txhawm rau txheeb xyuas qhov muaj autocorrelation ntawm lag 1 hauv cov seem (kev twv ua ntej yuam kev) los ntawm kev txheeb xyuas qhov rov qab.
Xav txog qhov no, qhov kev xeem Durbin Watson qhia peb li cas?
Cov Durbin Watson ( DW ) Statistics yog a xeem rau autocorrelation nyob rau hauv cov residuals los ntawm ib tug statistical regression tsom xam. Cov Durbin - Watson statistic yuav ib txwm muaj tus nqi ntawm 0 thiab 4. Qhov tseem ceeb ntawm 0 mus rau tsawg dua 2 qhia qhov zoo autocorrelation thiab qhov tseem ceeb ntawm 2 mus rau 4 qhia tsis zoo autocorrelation.
Tsis tas li ntawd, vim li cas peb thiaj sim rau autocorrelation? Lub neej ntawm autocorrelation nyob rau hauv cov seem ntawm ib tug qauv yog ib qho cim qhia tias tus qauv yuav tsis zoo. Autocorrelation yog kuaj mob siv lub correlogram (ACF plot) thiab ua tau ua kuaj siv Durbin-Watson xeem . Qhov no txhais tau tias cov ntaub ntawv yog correlated nrog nws tus kheej (piv txwv li, peb muaj autocorrelation /serial correlation).
Tib neeg kuj nug, qhov qis Durbin Watson txhais li cas?
Yog nws yog Durbin - Watson xeem statistic ces nws txhais tau tias auto correlation yog heev qis . Tus nqi ntawm 2 txhais tau tias tias tsis muaj autocorrelation hauv cov qauv. Tus nqi nce mus txog 0 qhia qhov zoo autocorrelation thiab qhov tseem ceeb rau 4 qhia qhov tsis zoo autocorrelation.
Koj txhais cov txiaj ntsig ntawm Durbin Watson li cas?
Kev suav thiab txhais tus Durbin – Watson cov ntaub ntawv . yog tus qauv autocorrelation ntawm cov seem, d = 2 qhia tias tsis muaj autocorrelation. Tus nqi ntawm d ib txwm nyob nruab nrab ntawm 0 thiab 4. Yog tias Durbin – Watson cov ntaub ntawv muaj tsawg dua 2, muaj pov thawj ntawm qhov zoo serial correlation.
Pom zoo:
Koj ua Durbin Watson xeem hauv Minitab li cas?
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