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I am wondering how Durbin-Watson critical values (i.e. dL and du) are calculated.

See the Durbin-Watson Significance table

However, I failed to find any formula / code regarding how the table is computed for a given significance. Can anyone help?

Thanks.

  • It's very complicated. Some dude made it work 70 years ago, and no ever bothered to check it ever since. We all just use it. – NoName Aug 28 '21 at 19:25

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