Recently a friend of mine complained to me, there seems to be no easy way to calculate critical values of Durbin-Watson d statistic in Mathematica. Though my knowledge for statistics is primary, this sounds like something easy to implement, or even actually built-in, so I started out by searching the keywords in the document, but ended up with discovering the following amusing paragraph in the tutorial LinearRegression/tutorial/LinearRegression:

The Durbin-Watson d statistic is used for testing the existence of a first-order autoregressive process. …Critical values for the statistic vary with sample size, the number of parameters in the model, and the desired significance. These values can be found in published tables.

I had never seen negative words like this in the document of Mathematica! Does there exist certain essential difficulty for calculating critical values of Durbin-Watson d statistic?