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@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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