I get the statistic value easily:
statsmodels.stats.stattools.durbin_watson(residuals, axis=0)
Any idea how I can get the p-value? Thank you very much.
I get the statistic value easily:
statsmodels.stats.stattools.durbin_watson(residuals, axis=0)
Any idea how I can get the p-value? Thank you very much.
Here is a table given n and k for critical values with alpha set to 1
https://www.real-statistics.com/statistics-tables/durbin-watson-table/
tables are too big to reproduce here.