{"id":1377,"date":"2023-07-26T15:42:36","date_gmt":"2023-07-26T15:42:36","guid":{"rendered":"https:\/\/statorials.org\/cn\/%e6%9d%9c%e5%ae%be%e6%b2%83%e6%a3%ae%e6%a3%80%e9%aa%8c\/"},"modified":"2023-07-26T15:42:36","modified_gmt":"2023-07-26T15:42:36","slug":"%e6%9d%9c%e5%ae%be%e6%b2%83%e6%a3%ae%e6%a3%80%e9%aa%8c","status":"publish","type":"post","link":"https:\/\/statorials.org\/cn\/%e6%9d%9c%e5%ae%be%e6%b2%83%e6%a3%ae%e6%a3%80%e9%aa%8c\/","title":{"rendered":"Durbin-watson \u6d4b\u8bd5\uff1a\u5b9a\u4e49\u548c\u793a\u4f8b"},"content":{"rendered":"<p><\/p>\n<hr>\n<p><span style=\"color: #000000;\"><a href=\"https:\/\/statorials.org\/cn\/\u7ebf\u6027\u56de\u5f52\u5047\u8bbe\/\" target=\"_blank\" rel=\"noopener\">\u7ebf\u6027\u56de\u5f52\u7684\u4e3b\u8981\u5047\u8bbe<\/a>\u4e4b\u4e00\u662f\u8fde\u7eed<a href=\"https:\/\/statorials.org\/cn\/\u6b8b\u7559\u7269\/\" target=\"_blank\" rel=\"noopener\">\u6b8b\u5dee<\/a>\u4e4b\u95f4\u4e0d\u5b58\u5728\u76f8\u5173\u6027\u3002\u6362\u53e5\u8bdd\u8bf4\uff0c\u6211\u4eec\u5047\u8bbe\u6b8b\u5dee\u662f\u72ec\u7acb\u7684\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u5f53\u8fdd\u53cd\u6b64\u5047\u8bbe\u65f6\uff0c\u56de\u5f52\u6a21\u578b\u4e2d\u7cfb\u6570\u7684\u6807\u51c6\u8bef\u5dee\u53ef\u80fd\u4f1a\u88ab\u4f4e\u4f30\uff0c\u8fd9\u610f\u5473\u7740\u9884\u6d4b\u53d8\u91cf\u5728\u7edf\u8ba1\u4e0a\u4e0d\u663e\u7740\u65f6\u66f4\u6709\u53ef\u80fd\u88ab\u8ba4\u4e3a<a href=\"https:\/\/statorials.org\/cn\/p\u503c\u7edf\u8ba1\u663e\u7740\u6027\/\" target=\"_blank\" rel=\"noopener\">\u5177\u6709\u7edf\u8ba1\u663e\u7740\u6027<\/a>\u3002\u73b0\u5b9e\u4e2d\u5e76\u4e0d\u5b58\u5728\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u786e\u5b9a\u662f\u5426\u6ee1\u8db3\u6b64\u5047\u8bbe\u7684\u4e00\u79cd\u65b9\u6cd5\u662f\u6267\u884c<strong>Durbin-Watson<\/strong><strong>\u68c0\u9a8c<\/strong>\uff0c\u8be5\u68c0\u9a8c\u7528\u4e8e\u68c0\u6d4b\u56de\u5f52\u6b8b\u5dee\u4e2d\u662f\u5426\u5b58\u5728\u81ea\u76f8\u5173\u3002<\/span><\/p>\n<h3><span style=\"color: #000000;\"><strong>\u6267\u884c Durbin-Watson \u6d4b\u8bd5\u7684\u6b65\u9aa4<\/strong><\/span><\/h3>\n<p><span style=\"color: #000000;\">Durbin-Watson \u68c0\u9a8c\u4f7f\u7528\u4ee5\u4e0b\u5047\u8bbe\uff1a<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>H <sub>0<\/sub> \uff08\u96f6\u5047\u8bbe\uff09\uff1a<\/strong>\u6b8b\u5dee\u4e4b\u95f4\u4e0d\u5b58\u5728\u76f8\u5173\u6027\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\"><strong>H <sub>A<\/sub> \uff08\u66ff\u4ee3\u5047\u8bbe\uff09\uff1a<\/strong>\u6b8b\u5dee\u662f\u81ea\u76f8\u5173\u7684\u3002<\/span><\/p>\n<p> <span style=\"color: #000000;\">Durbin-Watson \u68c0\u9a8c\u7684\u68c0\u9a8c\u7edf\u8ba1\u91cf\uff08\u901a\u5e38\u8868\u793a\u4e3a<em>d<\/em> \uff09\u8ba1\u7b97\u5982\u4e0b\uff1a<\/span> <\/p>\n<p><img decoding=\"async\" loading=\"lazy\" class=\"aligncenter wp-image-13640 \" src=\"https:\/\/statorials.org\/wp-content\/uploads\/2023\/08\/durbinwatson1-1.png\" alt=\"Durbin Watson \u68c0\u9a8c\u7edf\u8ba1\u91cf\" width=\"197\" height=\"66\" srcset=\"\" sizes=\"auto, \"><\/p>\n<p><span style=\"color: #000000;\">\u91d1\u5b50\uff1a<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\"><strong>T\uff1a<\/strong><a href=\"https:\/\/statorials.org\/cn\/\u7edf\u8ba1\u89c2\u5bdf\/\" target=\"_blank\" rel=\"noopener\">\u89c2\u5bdf<\/a>\u603b\u6570<\/span><\/li>\n<li><span style=\"color: #000000;\"><strong>et <sub>t<\/sub> \uff1a<\/strong>\u56de\u5f52\u6a21\u578b\u7684\u7b2ct<sup>\u4e2a<\/sup>\u6b8b\u5dee<\/span><\/li>\n<\/ul>\n<p><span style=\"color: #000000;\">\u68c0\u9a8c\u7edf\u8ba1\u91cf\u7684\u8303\u56f4\u59cb\u7ec8\u4e3a 0 \u5230 4\uff0c\u5176\u4e2d\uff1a<\/span><\/p>\n<ul>\n<li> <span style=\"color: #000000;\"><em>d<\/em> = 2 \u8868\u793a\u65e0\u81ea\u76f8\u5173<\/span><\/li>\n<li><span style=\"color: #000000;\"><em>d<\/em> &lt; 2 \u8868\u793a\u6b63\u5e8f\u5217\u76f8\u5173<\/span><\/li>\n<li><span style=\"color: #000000;\"><em>d<\/em> &gt; 2 \u8868\u793a\u8d1f\u5e8f\u5217\u76f8\u5173<\/span><\/li>\n<\/ul>\n<p><span style=\"color: #000000;\">\u4e00\u822c\u6765\u8bf4\uff0c\u5982\u679c<em>d<\/em>\u5c0f\u4e8e1.5\u6216\u5927\u4e8e2.5\uff0c\u5219\u53ef\u80fd\u5b58\u5728\u4e25\u91cd\u7684\u81ea\u76f8\u5173\u95ee\u9898\u3002\u5426\u5219\uff0c\u5982\u679c<em>d<\/em>\u4ecb\u4e8e 1.5 \u548c 2.5 \u4e4b\u95f4\uff0c\u5219\u81ea\u76f8\u5173\u53ef\u80fd\u4e0d\u662f\u95ee\u9898\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u8981\u786e\u5b9a Durbin-Watson \u68c0\u9a8c\u7edf\u8ba1\u91cf\u5728\u67d0\u4e2a alpha \u6c34\u5e73\u4e0b\u662f\u5426\u663e\u7740\u663e\u7740\uff0c\u60a8\u53ef\u4ee5\u53c2\u8003\u6b64\u4e34\u754c\u503c\u8868\u3002<\/span><\/p>\n<p><span style=\"color: #000000;\">\u5982\u679c Durbin-Watson \u68c0\u9a8c\u7edf\u8ba1\u91cf\u7684\u7edd\u5bf9\u503c\u5927\u4e8e\u8868\u4e2d\u7684\u503c\uff0c\u5219\u60a8\u53ef\u4ee5\u62d2\u7edd\u68c0\u9a8c\u7684\u539f\u5047\u8bbe\u5e76\u5f97\u51fa\u81ea\u76f8\u5173\u5b58\u5728\u7684\u7ed3\u8bba\u3002<\/span><\/p>\n<h3><strong>\u5982\u679c\u68c0\u6d4b\u5230\u81ea\u76f8\u5173\u8be5\u600e\u4e48\u529e<\/strong><\/h3>\n<p><span style=\"color: #000000;\">\u5982\u679c\u60a8\u62d2\u7edd Durbin-Watson \u68c0\u9a8c\u7684\u96f6\u5047\u8bbe\u5e76\u5f97\u51fa\u6b8b\u5dee\u4e2d\u5b58\u5728\u81ea\u76f8\u5173\u7684\u7ed3\u8bba\uff0c\u90a3\u4e48\u5982\u679c\u60a8\u8ba4\u4e3a\u95ee\u9898\u8db3\u591f\u4e25\u91cd\uff0c\u5219\u53ef\u4ee5\u91c7\u7528\u591a\u79cd\u4e0d\u540c\u7684\u9009\u9879\u6765\u7ea0\u6b63\u8be5\u95ee\u9898\uff1a<\/span><\/p>\n<ul data-slot-rendered-dynamic=\"true\">\n<li><span style=\"color: #000000;\">\u5bf9\u4e8e\u6b63\u5e8f\u5217\u76f8\u5173\uff0c\u8bf7\u8003\u8651\u5411\u6a21\u578b\u6dfb\u52a0\u56e0\u53d8\u91cf\u548c\/\u6216\u81ea\u53d8\u91cf\u7684\u6ede\u540e\u3002<\/span><\/li>\n<li><span style=\"color: #000000;\">\u5bf9\u4e8e\u8d1f\u5e8f\u5217\u76f8\u5173\uff0c\u8bf7\u786e\u4fdd\u6ca1\u6709\u4efb\u4f55\u53d8\u91cf<em>\u8fc7\u5ea6\u5ef6\u8fdf<\/em>\u3002<\/span><\/li>\n<li><span style=\"color: #000000;\">\u5bf9\u4e8e\u5b63\u8282\u6027\u76f8\u5173\u6027\uff0c\u8bf7\u8003\u8651\u5411\u6a21\u578b\u6dfb\u52a0\u5b63\u8282\u6027\u865a\u62df\u53d8\u91cf\u3002<\/span><\/li>\n<\/ul>\n<p><span style=\"color: #000000;\">\u8fd9\u4e9b\u7b56\u7565\u901a\u5e38\u8db3\u4ee5\u6d88\u9664\u81ea\u76f8\u5173\u95ee\u9898\u3002<\/span><\/p>\n<h3><span style=\"color: #000000;\"><strong>\u6267\u884c Durbin-Watson \u68c0\u9a8c\u7684\u793a\u4f8b<\/strong><\/span><\/h3>\n<p><span style=\"color: #000000;\">\u6709\u5173 Durbin-Watson \u68c0\u9a8c\u7684\u5206\u6b65\u793a\u4f8b\uff0c\u8bf7\u53c2\u9605\u4ee5\u4e0b\u6559\u7a0b\uff0c\u5176\u4e2d\u89e3\u91ca\u4e86\u5982\u4f55\u4f7f\u7528\u4e0d\u540c\u7684\u7edf\u8ba1\u8f6f\u4ef6\u6267\u884c\u68c0\u9a8c\uff1a<\/span><\/p>\n<p><a href=\"https:\/\/statorials.org\/cn\/\u675c\u5bbe\u00b7\u6c83\u68ee\u8bd5\u9a8c\/\" target=\"_blank\" rel=\"noopener\">\u5982\u4f55\u5728 R \u4e2d\u6267\u884c Durbin-Watson \u6d4b\u8bd5<\/a><br \/><a href=\"https:\/\/statorials.org\/cn\/\u675c\u5bbe\u6c83\u68ee\u6d4b\u8bd5python\/\" target=\"_blank\" rel=\"noopener\">\u5982\u4f55\u5728 Python \u4e2d\u6267\u884c Durbin-Watson \u6d4b\u8bd5<\/a><br \/><a href=\"https:\/\/statorials.org\/cn\/\u675c\u5bbe\u00b7\u6c83\u68ee-excel-\u6d4b\u8bd5\/\">\u5982\u4f55\u5728 Excel \u4e2d\u6267\u884c Durbin-Watson \u68c0\u9a8c<\/a><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u7ebf\u6027\u56de\u5f52\u7684\u4e3b\u8981\u5047\u8bbe\u4e4b\u4e00\u662f\u8fde\u7eed\u6b8b\u5dee\u4e4b\u95f4\u4e0d\u5b58\u5728\u76f8\u5173\u6027\u3002\u6362\u53e5\u8bdd\u8bf4\uff0c\u6211\u4eec\u5047\u8bbe\u6b8b\u5dee\u662f\u72ec\u7acb\u7684\u3002 \u5f53\u8fdd\u53cd\u6b64\u5047\u8bbe\u65f6\uff0c\u56de\u5f52\u6a21\u578b\u4e2d [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[11],"tags":[],"class_list":["post-1377","post","type-post","status-publish","format-standard","hentry","category-11"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v21.5 - https:\/\/yoast.com\/wordpress\/plugins\/seo\/ -->\n<title>Durbin-Watson \u68c0\u9a8c\uff1a\u5b9a\u4e49\u548c\u793a\u4f8b - Statorials<\/title>\n<meta name=\"description\" content=\"\u672c\u6559\u7a0b\u5feb\u901f\u4ecb\u7ecd\u4e86 Durbin Watson \u6d4b\u8bd5\uff0c\u5305\u62ec\u6b63\u5f0f\u5b9a\u4e49\u548c\u793a\u4f8b\u3002\" \/>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/statorials.org\/cn\/\u675c\u5bbe\u6c83\u68ee\u68c0\u9a8c\/\" \/>\n<meta property=\"og:locale\" content=\"zh_CN\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"Durbin-Watson \u68c0\u9a8c\uff1a\u5b9a\u4e49\u548c\u793a\u4f8b - Statorials\" \/>\n<meta property=\"og:description\" content=\"\u672c\u6559\u7a0b\u5feb\u901f\u4ecb\u7ecd\u4e86 Durbin Watson \u6d4b\u8bd5\uff0c\u5305\u62ec\u6b63\u5f0f\u5b9a\u4e49\u548c\u793a\u4f8b\u3002\" \/>\n<meta property=\"og:url\" content=\"https:\/\/statorials.org\/cn\/\u675c\u5bbe\u6c83\u68ee\u68c0\u9a8c\/\" \/>\n<meta property=\"og:site_name\" content=\"Statorials\" \/>\n<meta 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