Time series autocorrelation: Bartlett's formula

[epeter]

Dear all,

I'm sorry if the question sounds elementary, but i'm new to Eviews and econometrics world.

I'm working on more than 300 series and, after looping an ADF test for each serie, i would like to test whether the series are autocorrelated or not.

Code: Select all

group g * 'put every series in the workfile into a group g.drop resid table ADF for !i=1 to g.@count 'loop through every series in the first group %name = g.@seriesname(!i) 'grab the current series name uroot(adf, const, dif=0,info=sic,save=level1) {%name} ADF(1,1+!i)=%name ADF(2, 1+!i)= level1(4,1) next

In order to do that, I've decided to verify if the autocorrelation coefficients of each correlogram (max lag=10) lie outside or inside the Bartlett's bands.
Do you guys have an idea on what to do?

Thanks in advance