DW is incorrect in cross-section setting, that's why DW option for cross-sections is
blank. Try to change dataset structure
--- Оригінальне повідомлення ---
Від кого: "Tim Nall" < tnall.ling(a)gmail.com >
Дата: 27 квітня 2014, 16:32:55
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
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