Critical Values for the Durbin-Watson Test

K includes intercept. K includes intercept. K includes intercept.

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:

TSP commands used for 5%: dlustaba.tsp dlustabb.tsp dlustabc.tsp dlustabd.tsp
TSP commands used for 2.5%: dw025a.tsp dw025b.tsp dw025c.tsp dw025d.tsp
TSP commands used for 1%: dw01a.tsp dw01b.tsp dw01c.tsp dw01d.tsp