資源簡介
DW檢驗算法的matlab代碼的實現。matlab比賽用
代碼片段和文件信息
function?DW(r);%建立DW檢驗方程r是用regress回歸出來的殘差向量。r的元素不能少于15個。
n=length(r);
for?i=1:1:(n-1)
????er(i)=r(i+1)-r(i);
end
dw=sum(er.*er)/sum((r(2:n:)).^2)????%計算dw的值
%輸入DW檢驗表的上下限
DWL=[1.08?0.95?0.82?0.69?0.56
????1.10?0.98?0.86?0.74?0.62
????1.13?1.02?0.90?0.78?0.67
????1.16?1.05?0.93?0.82?0.71
????1.18?1.08?0.97?0.86?0.75
????1.20?1.10?1.00?0.90?0.79
????1.22?1.13?1.03?0.93?0.83
????1.24?1.15?1.05?0.96?0.86
????1.26?1.17?1.08?0.99?0.90
????1.27?1.19?1.10?1.01?0.93
????1.29?1.21?1.12?1.04?0.95
????1.30?1.22?1.14?1.06?0.98
????1.32?1.24?1.16?1.08?1.01
????1.33?1.26?1.18?1.10?1.03
????1.34?1.27?1.20?1.12?1.05
????1.35?1.28?1.21?1.14?1.07
????1.36?1.30?1.23?1.16?1.09
????1.37?1.31?1.24?1.18?1.11
????1.38?1.32?1.26?1.19?1.13
????1.39?1.33?1.27?1.21?1.15
????1.40?1.34?1.28?1.22?1.16
????1.41?1.35?1.29?1.24?1.18
????1.42?1.36?1.31?1.25?1.19
????1.43?1.37?1.32?1.26?1.21
????1.43?1.38?1.33?1.27?1.22
????1.44?1.39?1.34?1.29?1.23
????1.48?1.43?1.38?1.34?1.29
????1.50?1.46?1.42?1.38?1.34
????1.53?1.49?1.45?1.41?1.38
????1.55?1.51?1.48?1.44?1.41
????1.57?1.54?1.50?1.47?1.44
????1.58?1.55?1.52?1.49?1.46
????1.60?1.57?1.54?1.51?1.49
????1.61?1.59?1.56?1.53?1.51
????1.62?1.60?1.57?1.55?1.52
????1.63?1.61?1.59?1.57?1.54
????1.64?1.62?1.60?1.58?1.56
????1.65?1.63?1.61?1.59?1.57];
DWU=[1.36?1.54?1.75?1.97?2.21
????1.37?1.54?1.73?1.93?2.15
????1.38?1.54?1.71?1.90?2.10
????1.39?1.53?1.69?1.87?2.06
????1.40?1.53?1.68?1.85?2.02
????1.41?1.54?1.68?1.83?1.99
????1.42?1.54?1.67?1.81?1.96
????1.43?1.54?1.66?1.80?1.94
????1.44?1.54?1.66?1.79?1.92
????1.45?1.55?1.66?1.78?1.90
????1.45?1.55?1.66?1.77?1.89
????1.46?1.55?1.65?1.76?1.88
????1.47?1.56?1.65
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