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Biometrika 1980 67(2):511-514; doi:10.1093/biomet/67.2.511
© 1980 by Biometrika Trust
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MISCELLANEA

Additional information on significance values for Durbin's c+, c– and c statistics

JAMES M. JOHANNES and ROBERT H. RASCHE

Department of Economics, Michigan State University East Lansing

Exact tabulated values for Durbin's c+, c– and c statistics are extended, and modified forms of the statistics are presented to facilitate use of the statistics in large samples.

Key Words: Constancy of regression • Cumulated periodogram • Durbin's c statistics • Large sample • Serial correlation • Time series.


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