The TD_DURBIN_WATSON function returns a primary result set consisting of one row per unique series instances acted upon by the function. There are no additional auxiliary layers returned by this function.
RETURNS TABLE Schema
| Name | Data Type | Description |
|---|---|---|
| derived-series-identifier | Varies | The resultant series identifier inherited from the SERIES_ID. |
| ROW_I | INTEGER | Row identifier of the series. |
| NUM_SAMPLES | INTEGER | Total number of sample points in the residual series. |
| EXPLANTORY_COUNT | INTEGER | The number of explanatory variables in the original regression . |
| CONSTANT | BYTEINT | Indicator that a constant was included as an explanatory variable in the original regression. A value of 1 means a constant was included in the original regression. A value of 0 means a constant was not included in the original regression. |
| METHOD | VARCHAR(9) | The method used to calculate the for Durbin Watson test statistic (DW_VALUE).
|
| DW_VALUE | FLOAT | The calculated Durbin Watson test statistic. |
| DL_VALUE | FLOAT | The lower bound Durbin Watson critical value extracted from the internal tables. |
| DU_VALUE | FLOAT | The upper bound Durbin-Watson critical value extracted from the internal tables. |
| SIGNIFICANCE_LEVEL | FLOAT | The significance level used for the test. |
| NULL_HYPOTH | VARCHAR(13) | The result of the test.
|