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File: Rcode-4-1.R

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library(lmtest)
set.seed(123456)
e1 <- rnorm(500)
e2 <- rnorm(500)
trd <- 1:500
y1 <- 0.8*trd + cumsum(e1)
y2 <- 0.6*trd + cumsum(e2)
sr.reg <- lm(y1 ~ y2)
sr.dw <- dwtest(sr.reg)$statistic