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Ljung-Box or Durbin Watson — Which test is more powerful
Jan. 21, 2022, 6:05 a.m. | Tanveer Hurra
Towards AI - Medium pub.towardsai.net
Statistics
Ljung-Box or Durbin Watson — Which test is more powerful
Source: PixabayDurbin Watson is more powerful but there is a catch. Read on to know more.
When it comes to statistical testing, one of the most important factors that we look for is the power of the test, which may be briefly defined as follows:
Power of a test: The probability that the test will reject the null hypothesis when the alternate hypothesis is true.
In simple words …
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