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estat dwatson computes the Durbin–Watson d statistic to test for the presence of firstorder autocorrelation in the OLS residuals. estat durbinalt tests for the presence of autocorrelation in the residuals. estat bgodfrey computes the Breusch–Godfrey test for autocorrelation in the residuals. estat archlm performs Engle’s LM test for the presence of autoregressive conditional heteroskedasticity (ARCH).