Re: [Gretl-users] Question: rho and DW stat don't appear

My first answer is out of topic: one can't obtain differences for cross-sections. "No rho" sounds starange For example, (denmark.gdt from gretl native data) open /usr/local/share/gretl/data/misc/denmark.gdt ols LRM const LRY LRM(-1) from results Schwarz criterion   −204.8132   Hannan-Quinn        −208.4789 rho                  0.096379   Durbin's h           0.799432 DW is substituted by Durbin's h becase of LRM(-1) in the right side Supply data set (best variant - name of a gretl data file) and commands --- 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 _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users