# 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?
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- Residual plot
- Residuals - normality
- Residuals - independence
- Plotting residuals
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Version 6.15

Published 18-Apr-2023