EViews.com

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.ht ... stics.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

Not available for panel estimation.

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

Hi


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

Thanks
Lindo

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.

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.