About this document
Stata Autocorrelation Tests Overview by Miguel Hernandes Junior is a document available to read on EtoBox.
This document provides information on postestimation commands for time series regression in Stata. It describes the syntax and options for commands that test for autoregressive conditional heteroskedasticity (estat archlm), higher-order serial correlation (estat bgodfrey), serial correlation (estat durbinalt), and first-order serial correlation (estat dwatson). These commands help diagnose residuals from time series regressions. Examples are given on interpreting Durbin-Watson test results and how Durbin
- Author
- Miguel Hernandes Junior
- Language
- EN