White's Durbin-Watson Test for Autocorrelation in Nonlinear Models

[John Kershaw <kershaw@unb.ca>]

Hello,  I am working on a project where residual correlation has been a
problem in previous studies, but does not seem to be a problem with my
dataset.  White's Durbin-Watson Test for Autocorrelation in Nonlinear
Models (Rev. Econ & Stats. 1992 74:370-373) seems to provide the test I
need to support my ignoring the autocorrelation issue in my nonlinear
model.  Has anyone implemented this is Splus or R or have an alternative
approach?

As always, any help is greatly appreciated and thanked in advance.

JAK