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| PLS_Toolbox Documentation: durbin_watson | < dp | editds > |
durbin_watson
Purpose
Criterion for measure of continuity.
Synopsis
y = durbin_watson(x)
Description
The durbin watson criteria for the columns of x are calculated as the ratio of the sum of the first derivative of a vector to the sum of the vector itself. Low values means correlation in variables, high values indicates randomness. Input x is a column vector or array in which each column represents a vector of interest. Output y is a scalar or vector of Durbin Watson measures.
See Also
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