On Tue, 12 Apr 2011, Hakim, Sam wrote: Testing for autocorrelation doesn't tell you anything about simultaneous equations bias. But if the DW test is not reported that suggests that either the time-series length is too short or there are missing values within the sample. If the problem is missing values and you're willing to ignore that issue, you could save the residuals (they're available as $uhat) and construct a test (Durbin-Watson or otherwise) manually -- e.g. by setting the missing residuals to zero. Allin Cottrell