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207

4.07

4.66

5.63

6.57

7.79

10.2

13.3

17.1

21.1

23.7

26.1

29.1

31.3

4.60

5.23

6.26

7.26

8.55

11.0

14.3

18.2

22.3

25.0

27.5

30.6

32.8

5.14

5.81

6.91

7.96

9.31

11.9

15.3

19.4

23.5

26.3

28.8

32.0

34.3

5.70

6.41

7.56

8.67

10.1

12.8

16.3

20.5

24.8

27.6

30.2

33.4

35.7

6.26

7.01

8.23

9.39

10.9

13.7

17.3

21.6

26.0

28.9

31.5

34.8

37.2

6.84

7.63

8.91

10.1

11.7

14.6

18.3

22.7

27.2

30.1

32.9

36.2

38.6

7.43

8.26

9.59

10.9

12.4

15.5

19.3

23.8

28.4

31.4

34.2

37.6

40.0

8.03

8.90

10.3

11.6

13.2

16.3

20.3

24.9

29.6

32.7

35.5

38.9

41.4

8.64

9.54

11.0

12.3

14.0

17.2

21.3

26.0

30.8

33.9

36.8

40.3

42.8

9.26

10.2

11.7

13.1

14.8

18.1

22.3

27.1

32.0

35.2

38.1

41.6

44.2

9.89

10.9

12.4

13.8

15.7

19.0

23.3

28.2

33.2

36.4

39.4

43.0

45.6

10.5

11.5

13.1

14.6

16.5

19.9

24.3

29.3

34.4

37.7

40.6

44.3

46.9

11.2

12.2

13.8

15.4

17.3

20.8

25.3

30.4

35.6

38.9

41.9

45.6

48.3

11.8

!2.9

14.6

16.2

18.1

21.7

26.3

31.5

36.7

40.1

43.2

47.0

49.6

12.5

13.6

15.3

16.9

18.9

22.7

27.3

32.6

37.9

41.3-

44.5

48.3

51.0

13.1

14.3

16.0

17.7

19.8

23.6

28.3

33.7

39.1

42.6

45.7

49.6

52.3

13.8

15.0

16.8

18.5

20.6

24.5

29.3

34.8

40.3

43.8

47.0

50.9

53.7

Source: Abridged from "Tables of Percentage Points of the Incomplete Beta Function and of the Chi-Square Distribution," Biometrika, Vol. 32, 1941. It is here published with the kind permission of its author, Catherine M. Thompson, and the editor of Biometrika.



F(t)

n + 1

r(n/2)V 1 +

.975

.995

.9995

1.000

3.078

6.314

12.706

31.821

63.657

636.619

.816

1.886

2.920

4.303

6.965

9.925

31.598

.765

1.638

2.353

3.182

4.541

5.841

12.941

.741

1.533

2.132

2.776

3.747

4.604

8.610

.727

1.476

2.015

2.571

3.365

4.032

6.859

.718

1.440

1.943

2.447

3.143

3.707

5.959

.711

1.415

1.895

2.365

2.998

3.499

5.405

.706

1.397

1.860

2.306

2.8%

3.355

5.041

.703

1.383

1.833

2.262

2.821

3.250

4.781

.700

1.372

1.812

2.228

2.764

3.169

4.587

.697

1.363

1.796

2.201

2.718

3.106

4.437

.695

1.356

1.782

2.179

2.681

3.055

4.318

.694

1.350

1.771

2.160

2.650

3.012

4.221

.692

1.345

1.761

2.145

2.624

2.977

4.140

.691

1.341

1.753

2.131

2.602

2.947

4.073

.690

1.337

1.746

2.120

2.583

2.921

4.015

.689

1.333

1.740

2.110

2.567

2.898

3.965

.688

1.330

1.734

2.101

2.552

2.878

3.922

.688

1.328

1.729

2.093

2.539

2.861

3.883

.687

1.325

1.725

2.086

2.528

2.845

3.850

.686

1.323

1.721

2.080

2.518

2.831

3.819

.686

1.321

1.717

2.074

2.508

2.819

3.792

.685

1.319

1.714

2.069

2.500

2.807

3.767

.685

1.318

1.711

2.064

2.492

2.797

3.745

.684

1.316

1.708

2.060

2.485

2.787

3.725

.684

1.315

1.706

2.056

2.479

2.779

3.707

.684

1.314

1.703

2.052

2.473

2.771

3.690

.683

1.313

1.701

2.048

2.467

2.763

3.674

.683

1.311

1.699

2.045

2.462

2.756

3.659

.683

1.310

1.697

2.042

2.457

2.750

3.646

.681

1.303

1.684

2.021

2.423

2.704

3.551

.679

1.296

1.671

2.000

2.390

2.660

3.460

.677

1.289

1.658

1.980

2.358

2.617

3.373

.674

1.282

1.645

1.960

2.326

2.576

3.291

Source: Abridged from R. A. Fisher and Frank Yates, Statistical Tables, Oliver & Boyd, Edinburgh and London, 1938. It is here published with the kind permission of the authors and their publishers.



.5 Critical Values for the Durbin-Watson Test: 5% Significance Level"

= 21

0.70

1.64

0.24

2.82

0.95

1.54

0.56

2.22

0.25

2.98

1.10

1.54

0.79

1.99

0.50

2.52

0.26

3.06

0.10

3.54

1.21

1.55

0.95

1.89

0.70

2.28

0.47

2.70

0.27

3.12

0.04

3.79

1.28

1.57

1.07

1.83

0.85

2.14

0.64

2.48

0.45

2.82

0.16

3.47

1.34

1.58

1.16

1.80

0.97

2.05

0.78

2.33

0.60

2.62

0.30

3.19

1.39

1.60

1.23

1.79

1.06

2.00

0.90

2.23

0.73

2.47

0.43

2.97

1.43

1.62

1.29

1.78

1.14

1.96

0.99

2.16

0.84

2.37

0.55

2.81

1.46

1.63

1.34

1.77

1.20

1.93

1.06

2.10

0.93

2.29

0.66

2.68

1.49

1.64

1.37

1.77

1.25

1.91

1.13

2.06

1.00

2.23

0.75

2.57

1.51

1.65

1.41

1.77

1.30

1.89

1.19

2.03

1.07

2.18

0.84

2.49

1.54

1.66

1.44

1.77

1.34

1.88

1.23

2.01

1.12

2.14

0.91

2.42

1.55

1.67

1.46

1.77

1.37

1.87

1.27

1.99

1.17

2.11

0.97

2.36

1.57

1.68

1.49

1.77

1.40

1.87

1.31

1.97

1.22

2.08

1.03

2.32

1.59

1.69

1.51

1.77

1.43

1.86

1.34

1.96

1.25

2.06

1.08

2.28

1.60

1.70

1.53

1.77

1.45

1.86

1.37

1.95

1.29

2.04

1.12

2.24

1.61

1.70

1.54

1.78

1.47

1.85

1.40

1.94

1.32

2.03

1.16

2.21

1.62

1.71

1.56

1.78

1.49

1.85

1.42

1.93

1.35

2.01

1.20

2.19

1.63

1.72

1.57

1.78

1.51

1.85

1.44

1.92

1.37

2.00

1.23

2.16

1.71

1.76

1.67

1.80

1.62

1.85

1.58

1.90

1.54

1.94

1.44

2.04

1.75

1.79

1.72

1.82

1.69

1.85

1.65

1.89

1.62

1.92

1.55

1.99

" is the number of explanatory variables + 1 (constant term).

Source: This table is adapted from N. E. Savin and K. J. White, "The Durbin-Watson Test for Serial Correlation with Extreme Sample Sizes or Many Parameters," Econometrica, Vol. 45, 1977, p. 1989-1996. We have given the table only for some sample sizes and number of variables. For intermediate sample sizes or number of variables, interpolation can be used. Given the limitations of the DW test, we find detailed tables unnecessary.



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