I am wondering how Durbin-Watson critical values (i.e. dL and du) are calculated.
See the Durbin-Watson Significance table
- https://www3.nd.edu/~wevans1/econ30331/Durbin_Watson_tables.pdf
- https://support.minitab.com/en-us/minitab/18/help-and-how-to/modeling-statistics/regression/supporting-topics/model-assumptions/test-for-autocorrelation-by-using-the-durbin-watson-statistic/
However, I failed to find any formula / code regarding how the table is computed for a given significance. Can anyone help?
Thanks.