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Problems in using "dwtest"

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Armando MAROZZI
Armando MAROZZI 2020 年 4 月 4 日
コメント済み: Armando MAROZZI 2020 年 4 月 4 日
I have a simple Tx3 matrix of residuals. I want to apply to it the dwtest to test for autocorrellation (I also used autocorr but still I'd like to see a statistic).
However, when I try to implement it, I get:
dwtest(VAR1.res(:, 1), 'Exact')
Error using qr
Invalid data type. First argument must be double or single.
Error in pvaluedw (line 34)
[Q,~] = qr(X);
Error in dwtest (line 100)
pdw = pvaluedw(dw,X,option);
% but it it is indeed "double"
class(VAR1.res(:,1))
ans =
'double'
What am I doing wrong?

採用された回答

Tommy
Tommy 2020 年 4 月 4 日
The error is saying the first argument to qr() must be double or single. That first argument is X, and if you comb through dwtest and pvaluedw you'll see that X is actually your second argument to dwtest, in this case 'Exact' - not a double.
You'll have to match the syntax of dwtest from https://www.mathworks.com/help/stats/dwtest.html :
p = dwtest(r,x,'Method','exact')
  1 件のコメント
Armando MAROZZI
Armando MAROZZI 2020 年 4 月 4 日
thank you Tommy! silly mistake!

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