Serial Correlation LM Test N/A in EViews11SV?

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aycakaratepe
Posts: 9
Joined: Sun Feb 28, 2021 1:57 pm

Serial Correlation LM Test N/A in EViews11SV?

Postby aycakaratepe » Tue Mar 09, 2021 3:32 pm

Hello,

I use EViews 11 student version on mac. I cannot see Serial Correlation LM test under Residual Diagnostics, where it normally should be there according to http://www.eviews.com/help/helpintro.html#page/content/testing-Residual_Diagnostics.html.

Only sources I am able to see is as attached. Since my Durbin-Watson value <2 and I also want to check for higher-orders, I need to look at Serial Correlation LM. Can you please guide me how I can apply the LM test?

Thanks,
Ayca
Attachments
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EViews Gareth
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Re: Serial Correlation LM Test N/A in EViews11SV?

Postby EViews Gareth » Tue Mar 09, 2021 5:57 pm

Not available for panel estimation.
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aycakaratepe
Posts: 9
Joined: Sun Feb 28, 2021 1:57 pm

Re: Serial Correlation LM Test N/A in EViews11SV?

Postby aycakaratepe » Wed Mar 10, 2021 12:52 am

Hmm, I see. So, besides Durbin-Watson test, do you have any suggestion to check serial correlation?

lmatla
Posts: 1
Joined: Fri Mar 12, 2021 11:56 pm

Re: Serial Correlation LM Test N/A in EViews11SV?

Postby lmatla » Sat Mar 13, 2021 12:03 am

Hi


Having the same problem and a response would be highly appreciated.

Thanks
Lindo

EViews Glenn
EViews Developer
Posts: 2659
Joined: Wed Oct 15, 2008 9:17 am

Re: Serial Correlation LM Test N/A in EViews11SV?

Postby EViews Glenn » Tue Mar 16, 2021 10:34 am

http://www.eviews.com/help/helpintro.ht ... es.html%23

Toward the bottom of the Least Squares section is a Wooldrige example demonstrating a test for serial correlation.

startz
Non-normality and collinearity are NOT problems!
Posts: 3700
Joined: Wed Sep 17, 2008 2:25 pm

Re: Serial Correlation LM Test N/A in EViews11SV?

Postby startz » Tue Mar 16, 2021 11:25 am

Note that if you have a small number of fixed effects, you can sometimes change the workfile to unstructured and use @expand to include fixed effects. That way you get access to more diagnostics.


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