## Introduction

This article describes how to Test Residual Serial Correlation (Durbin-Watson) of regression models.

## Requirements

- A Regression Model Output.

## Method

- Select the Regression output.
- Go to the
**object inspector > Inputs > DIAGNOSTICS >Test Residual Serial Correlation (Durbin-Watson)**or go to**Anything**>**Advanced Analysis > Regression > Diagnostics >Test Residual Serial Correlation (Durbin-Watson).**

## See Also

How to Run Binary Logit Regression

How to Run a Generalized Linear Model

How to Run a Multinomial Logit Regression

How to Run NBD Regression in Displayr

How to Run Ordered Logit Regression

How to Run Quasi-Poisson Regression

How to Run a Stepwise Regression

How to Create Regression Multicollinearity Table (VIF)

How to Create a Prediction-Accuracy Table

How to Create a Goodness-of-Fit Plot

How to Test Residual Heteroscedasticity of Regression Models

How to Save Predicted Values of Regression Models

How to Save Fitted Values of Regression Models

How to Save Probabilities of Each Response of Regression Models

How to Test Residual Normality (Shapiro-Wilk) of Regression Models

How to Save Residuals of Regression Models

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