# Residuals - independence

Autocorrelation occurs when the residuals are not independent of each other. That is, when the value of e[i+1] is not independent from e[i].

While a residual plot, or lag-1 plot allows you to visually check for autocorrelation, you can formally test the hypothesis using the Durbin-Watson test. The Durbin-Watson statistic is used to detect the presence of autocorrelation at lag 1 (or higher) in the residuals from a regression. The value of the test statistic lies between 0 and 4, small values indicate successive residuals are positively correlated. If the Durbin-Watson statistic is much less than 2, there is evidence of positive autocorrelation, if much greater than 2 evidence of negative autocorrelation.

**Available in Analyse-it Editions**

Standard edition

Method Validation edition

Quality Control & Improvement edition

Ultimate edition

- What is Analyse-it?
- Administrator's Guide
- User's Guide
- Statistical Reference Guide
- Distribution
- Compare groups
- Compare pairs
- Contingency tables
- Correlation and association
- Principal component analysis (PCA)
- Factor analysis (FA)
- Item reliability
- Fit model
- Linear fit
- Simple regression models
- Fitting a simple linear regression
- Advanced models
- Fitting a multiple linear regression
- Performing ANOVA
- Performing 2-way or higher factorial ANOVA
- Performing ANCOVA
- Fitting an advanced linear model
- Scatter plot
- Summary of fit
- Parameter estimates
- Effect of model hypothesis test
- ANOVA table
- Predicted against actual Y plot
- Lack of Fit
- Effect of terms hypothesis test
- Effect leverage plot
- Effect means
- Plotting main effects and interactions
- Multiple comparisons
- Multiple comparison procedures
- Comparing effect means
- Residual plot
- Residuals - normality
- Residuals - independence
- Plotting residuals
- Outlier and influence plot
- Identifying outliers and other influential points
- Prediction
- Making predictions
- Saving variables
- Logistic fit
- Study design
- Method comparison
- Measurement systems analysis (MSA)
- Reference interval
- Diagnostic performance
- Control charts
- Process capability
- Pareto analysis
- Study Designs
- Bibliography

Version 5.40

Published 29-Jul-2019