--- title: dwat description: Detailed explanation of Durbin Watson autocorrelation test calculations and chart visualisation using OpenBBTerminal's econometrics functions. keywords: - Docusaurus - Econometrics - Durbin Watson - Autocorrelation - Statistical modelling - Regression - Data visualisation --- import HeadTitle from '@site/src/components/General/HeadTitle.tsx'; import Tabs from '@theme/Tabs'; import TabItem from '@theme/TabItem'; Calculate test statistics for Durbin Watson autocorrelation Source Code: [[link](https://github.com/OpenBB-finance/OpenBBTerminal/tree/main/openbb_terminal/econometrics/regression_model.py#L486)] ```python openbb.econometrics.dwat(model: statsmodels.regression.linear_model.RegressionResultsWrapper) ``` --- ## Parameters | Name | Type | Description | Default | Optional | | ---- | ---- | ----------- | ------- | -------- | | model | statsmodels.regression.linear_model.RegressionResultsWrapper | Previously fit statsmodels OLS. | None | False | --- ## Returns | Type | Description | | ---- | ----------- | | float | Test statistic of the Durbin Watson test. | --- ## Examples ```python from openbb_terminal.sdk import openbb df = openbb.econometrics.load("wage_panel") Y, X = df["lwage"], df[["exper","educ"]] model = openbb.econometrics.ols(Y,X) durbin_watson_value = openbb.econometrics.dwat(model) ``` ``` 0.96 ``` --- Show Durbin-Watson autocorrelation tests Source Code: [[link](https://github.com/OpenBB-finance/OpenBBTerminal/tree/main/openbb_terminal/econometrics/regression_view.py#L81)] ```python openbb.econometrics.dwat_chart(model: statsmodels.regression.linear_model.RegressionResultsWrapper, dependent_variable: pd.Series, plot: bool = True, export: str = "", external_axes: Optional[List[axes]] = None) ``` --- ## Parameters | Name | Type | Description | Default | Optional | | ---- | ---- | ----------- | ------- | -------- | | model | OLS Model | A fit statsmodels OLS model. | None | False | | dependent_variable | pd.Series | The dependent variable for plotting | None | False | | plot | bool | Whether to plot the residuals | True | True | | export | str | Format to export data | | True | | external_axes | Optional[List[plt.axes]] | External axes to plot on | None | True | --- ## Returns This function does not return anything ---