Eliminate Autocorrelation with a Method other than Ar(1)

[yoyoo]

Hi,
I have used ar(1) to address the issue of autocorrelation. The Durbin-Watson value reached 1.85 which is excellent. However, none of the independent variables become significant. Is there other than ar(1) to eliminate autocorrelation? Please see attached.
Thank you in advance.

[yoyoo]

Dear All,
Can anyone help me on this? If not, could you please refer me to where I can find a solution.
Thank you in advance.

[EViews Glenn]

You can add lagged endogenous to the specification to whiten the residuals.

[startz]

You can add lagged endogenous to the specification to whiten the residuals.

But don't do it unless you have a very specific reason to. AR(1) and a lagged endogenous variable are not the same specification and lead to very different interpretations of the dynamic response of he system to the exogenous variables.

[EViews Glenn]

True, unless there are no other regressors. It didn't seem to me that the original AR specification was chosen with a particular dynamic structure in mind. I was going to add originally, but didn't, that if the significance of results changed a lot, I would worry...