如题:
一个panel data 模型;
想做AR(1)的Durbin-Waston检验;
求问在stata里面的指令是什么呢?
还有,在stata的help 里面出现的指令是这样的,怎么解读呢:
Examples
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. webuse klein
. tsset yr
. regress consump wagegovt
. estat dwatson
. estat durbinalt, small
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. webuse klein
. tsset yr
. regress consump wagegovt L.consump L2.consump
. estat durbinalt, small lags(1/2)
. estat bgodfrey, small lags(1/2)
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. webuse klein
. tsset yr
. regress consump wagegovt
. estat archlm, lags(1 2 3)
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THX a lot~!!!