Stata Tutorial: Testing for Autocorrelation Pt. 1

Some basic techniques to examine your time-series residuals for the presence of auto-correlation. We plot our residuals over time, estimate a simple AR(1) residual test equation, and call up and interpret the Durbin-Watson statistic.

Tutorial "Part 2" (Breusch-Godfrey Test):    • Testing for Autocorrelation in Stata ...  
Correcting Autocorrelation:
   • Stata Tutorial: Correcting Autocorrel...  

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