Locally Optimal Properties of the Durbin-Watson Test
证明德宾-沃森检验在多种扰动过程（如多个ARMA过程之和、空间自相关、随机周期模型）下具有近似局部最优不变性，对计量经济学研究者判断检验适用性有帮助。
Although originally designed to detect AR(1) disturbances in the linear-regression model, the Durbin-Watson test is known to have good power against other forms of disturbance behavior. In this paper, we identify disturbance processes involving any number of parameters against which the Durbin–Watson test is approximately locally best invariant uniformly in a range of directions from the null hypothesis. Examples include the sum of q independent ARMA(1,1) processes, certain spatial autocorrelation processes involving up to four parameters, and a stochastic cycle model.