Durbin-Watson Table

In the following tables n is the sample size and k is the number of independent variables. See Autocorrelation for details.

Alpha = .01

Durbin-Watson Table

durbin-watson-.01-2DW table .01 part4

Alpha = .05

Durbin-Watson Table .05Durbin-Watson alpha .05Durbin-Watson table .01

durbin-watson-.01-4

23 Responses to Durbin-Watson Table

  1. zhyan says:

    How can I find DL and DU for n=48 with 4 independent variable

    • Charles says:

      Zhyan,
      This depends on the alpha value, but if alpha = .05, then the table has values for n=45 and n=50 and you will need to interpolate between these values to get the answer you are looking for. See the following webpage for details abouit interpolation:
      Interpolation
      Charles

  2. Fiona says:

    Hi Charles,

    How if I want to know the value for n = 665?

  3. ade novia says:

    Hy charles, can I know how the table of durbin watson for n=204
    reply my coment please 🙂

  4. Joel says:

    please i have TTF- TIME TO FAILURES values as follows; 28,52,42,8,14,13,47,38,25,12,50,42. How do i know my n and k so to check on DW table for du and dl.
    Thanks

  5. Brad says:

    If a (one period) auto-correlation adjustment is made, does the adjustment count as an additional k (independent) variable in evaluating DW limits. Thanks

    • Charles says:

      Brad,
      What sort of (one period) auto-correlation adjustment are your referring to? Are you referring to differencing?
      Charles

  6. Aditya Bansal says:

    If I want to know for n=41, how can I know value

    • Charles says:

      Aditya,
      You need to interpolate the values in the table between the entries for 40 and the entries for 45. This is explained on the webpage
      Interpolation
      Alternatively, you can use the Real Statistics functions DLowerCrit and DUpperCrit
      Charles

  7. Thank you, Charles!
    Great job.
    I appreciate you spending time to have this important table available.
    Warmest regards,
    Francisco

  8. Olga says:

    Hi Charles,

    thank you for all the info on this website!
    I was wondering where you got those tables from? I noticed that in Durbin & Watson’s paper from 1951 (Testing for serial correlation), they only go up to an N = 100 (and I am particularly interested in higher N’s). Is there another paper that I have been missing?

    Thank you!

    Olga

  9. Paul Jade Uy says:

    Thanks for this!

  10. Cheng says:

    Hi Charles,

    Thank you for your excellent website.
    Can I confirm that the k in durbin watson table excludes intercept.
    Thanks

    • Charles says:

      Hi Cheng,
      The tables are for the case where there is an intercept, but k does not include the intercept. Thus if k = 2, there are 2 independent variables plus an intercept.
      Charles

  11. Harel says:

    Dear Dr. Zaiontz. I was wondering, how to interpret bounds for Durbin-Watson test (dU, dL) if dU is greater than 2.0. I know that it is an extreme case, but just want to know…

    For example, for alpha=0.01 if n=13 and k=8 than dU=3.182, dL=0.090. Then 4-dU=0.818, 4-dL=3.91… Does it mean that between 0.090 and 3.190 test is inconlusive? It is quite strange situation, I know that there is plenty of tests better than Durbin-Watson one, but it is nice to know such details.

    Love your website (thank you!) and your nice Slavic surname.
    Greetings from Central Europe.

    • Charles says:

      Good to hear someone from Central Europe and thanks for your kind words about the website.
      The bounds for the Durbin-Watson test are indeed strange. If the test produces a value between dL and dU, i.e. between .818 and 3.10 in this case, then yes the test is inconclusive.
      Charles

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