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Stata Tutorial: Testing for Autocorrelation Pt. 1

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Stata Tutorial: Testing for Autocorrelation Pt. 1

47,197 views November 15, 2019 14:30

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ChannelMike Jonas Econometrics

Description from the creator

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): youtu.be/O3QaWBT97t4
Correcting Autocorrelation:
youtu.be/ldNHyNHqUEE

Link to "Gentle Introduction to Stata"
amazon.com/gp/product/1597182699/ref=as_li_tl?i…

Link to the excellent Introduction to Econometrics Textbook by AH Studenmund:
amazon.com/gp/product/9332584915/ref=as_li_tl?i…

Link to Jeffrey Wooldridge Introductory Econometrics Textbook:
amazon.com/gp/product/8131524655/ref=as_li_tl?i…

My Twitter is:
twitter.com/MichaelRJonas

My Google Scholar Page:
scholar.google.com/citations?user=c97cvAwAAAAJ&…

ResearchGate:
researchgate.net/profile/Michael_Jonas2

About this tutorial

Mike Jonas Econometrics published this 14:30 video tutorial on November 15, 2019. It has been watched 47,197 times on YouTube.

Category
Education
Duration
14:30
Published
November 15, 2019
Views
47,197
Likes
359

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