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