### Critical Values for the Durbin-Watson Test

**5% Significance Level, K=2 to 21**
- T=6 to 100
- T=100 to 200
- T=200,210,220,...,500
- T=500,550,600,...,2000
- graph of dL,dU for K=2,4

K includes intercept.
K includes intercept.
K includes intercept.
The first 2 tables reproduce the results of N.E. Savin and K.J. White,
"The Durbin-Watson Test for Serial Correlation with Extreme Sample
Sizes or Many Regressors," **Econometrica 45**, 1977, p.1989-1996.

Computed using the cdf(wtdchi) command in
TSP 4.5,
which in turn uses the following methods:

- For T-K < 90, the Pan, Jie-Jian (1968) method, using code adapted from
algorithm AS 153 (AS R52), by R.W. Farebrother (1984).
- For T-K >= 90, the Imhoff, P.J. (1961) method, using code adapted from
algorithm AS 256, by R.W. Farebrother (1990).

TSP commands used for 5%:
dlustaba.tsp
dlustabb.tsp
dlustabc.tsp
dlustabd.tsp

TSP commands used for 2.5%:
dw025a.tsp
dw025b.tsp
dw025c.tsp
dw025d.tsp

TSP commands used for 1%:
dw01a.tsp
dw01b.tsp
dw01c.tsp
dw01d.tsp