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Thank you very much for your prompt answer. Just one follow-up: In relation to the Durbin Watson Test - Can this only be calculated using a regression? I simply would like make a comment in relation to the autocorrelation of the return series (monthly log returns) I am focusing on and as such I do n...

I am running risk and return analyses for a number of time series (stocks and real estate). My first question is how can I compute Durbin-Watson statistic and 1st order autocorrelation for the return series (monthly log returns) ? Secondly I am also assessing the autocorrelation using the corelogram...