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- Thu Sep 25, 2014 6:38 am
- Forum: Estimation
- Topic: Serial correlation LM Test - Help!
- Replies: 2
- Views: 3558
Serial correlation LM Test - Help!
When test my ols regression for autocorrelation with the Breusch-Godfrey LM test, I obtain the correct coefficients for c, x and lagged ressiduals, correct F statistic, Prob, and chi square result however my standard errors (t and prob), rsquared, adjusted rsquared, se of regression and mean dep var...