Estat dwatson for serial correlation test on Stata?

Zairihan Abdul Halim @Zairihan-Abdul-Halim

08 July 2019 1 8K Report

Dear Colleagues,

I'm running a Durbin-Watson test using estat dwatson after estimating an ARDL equation. Stata returns with

invalid subcommand dwatson

r(321);

I have declared my data as time series data beforehand. If you know the solution, please advise me how to solve this.

Regards,

Zai

Zairihan Abdul Halim

Hi Muhammad, Thanks for your response.

I used the following commands, after which I received the "invalid subcommand dwatson" message:

ardl yield_vol nr_vol l_dii turnover, lags(1 0 1 0) regstore(modtest) eststo modtest regress estat dwatson

I guess eststo command is incorrect in this case.

Your commands work, so problem solved! Thanks a million for helping me out.

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