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Statistical hypothesis tests based on Matrix data.
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package se.alipsa.groovy.stats.timeseries
/**
* the Durbin–Watson statistic is a test statistic used to detect the presence of autocorrelation at lag 1 in
* the residuals (prediction errors) from a regression analysis. It is named after James Durbin and Geoffrey Watson.
* The small sample distribution of this ratio was derived by John von Neumann (von Neumann, 1941).
* Durbin and Watson (1950, 1951) applied this statistic to the residuals from least squares regressions,
* and developed bounds tests for the null hypothesis that the errors are serially uncorrelated against the
* alternative that they follow a first order autoregressive process.
*/
class DurbinWatson {
}