so i am getting mixed info on weather you can use the durbin watson test in a time series analysis. in sec 4.2 of reading 13 it says we can not use durbin watson for time series. but then at the end of the reading under sugessted steps in time forecasting it says to use the durbin watson. ??? i am so confused.
i say no, durbin watson cannot be used on a time series, use it on multiple regression.
Can’t use DW when a regression is based on lagged values.
Can’t use on AR models.
You can use DW for Trend models in time series but NOT for AR models in time series. Trend models dont use lagged values.