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Problems in using "dwtest"

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I have a simple Tx3 matrix of residuals. I want to apply to it the dwtest to test for autocorrellation (I also used autocorr but still I'd like to see a statistic).
However, when I try to implement it, I get:
dwtest(VAR1.res(:, 1), 'Exact')
Error using qr
Invalid data type. First argument must be double or single.
Error in pvaluedw (line 34)
[Q,~] = qr(X);
Error in dwtest (line 100)
pdw = pvaluedw(dw,X,option);
% but it it is indeed "double"
class(VAR1.res(:,1))
ans =
'double'
What am I doing wrong?

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Accepted Answer

Tommy
Tommy on 4 Apr 2020
The error is saying the first argument to qr() must be double or single. That first argument is X, and if you comb through dwtest and pvaluedw you'll see that X is actually your second argument to dwtest, in this case 'Exact' - not a double.
You'll have to match the syntax of dwtest from https://www.mathworks.com/help/stats/dwtest.html :
p = dwtest(r,x,'Method','exact')

  1 Comment

Armando MAROZZI
Armando MAROZZI on 4 Apr 2020
thank you Tommy! silly mistake!

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