Critical Values for the Durbin-Watson Test

5% Significance Level, K=2 to 21
• T=6 to 100
• T=100 to 200
• T=200,210,220,...,500
• T=500,550,600,...,2000
• graph of dL,dU for K=2,4

The first 2 tables reproduce the results of N.E. Savin and K.J. White, "The Durbin-Watson Test for Serial Correlation with Extreme Sample Sizes or Many Regressors," Econometrica 45, 1977, p.1989-1996.

Computed using the cdf(wtdchi) command in TSP 4.5, which in turn uses the following methods:

• For T-K < 90, the Pan, Jie-Jian (1968) method, using code adapted from algorithm AS 153 (AS R52), by R.W. Farebrother (1984).
• For T-K >= 90, the Imhoff, P.J. (1961) method, using code adapted from algorithm AS 256, by R.W. Farebrother (1990).