Am 27.04.2014 15:30, schrieb Tim Nall:
May I ask, what does it mean if you take the log difference of both
the
dependent and independent variables in an OLS, and then rho and DW stat
don't even appear in the output? The White's test value is quite
small... if i swap dependent/independent, the rho and DW stat
reappear... Thanks TMN
If some regular regression stats don't appear that sounds strange. Could
you please show the output (copy & paste the pure text)?
cheers,
sven