Serial Correlation - Matrix Size Mismatch

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erica
Posts: 1
Joined: Sun Dec 01, 2013 7:09 pm

Serial Correlation - Matrix Size Mismatch

Postby erica » Sun Dec 01, 2013 7:18 pm

Hi,

I'm running a regression with OLS and I'd like to test the residuals for heteroskedasticity and serial correlation, so that I can adjust the covariance matrix with White or HAC, if necessary.

Yet, I cannot test for Serial Correlation. No matter how many lags I try to include. When I try to run Breusch-Godfrey there is a message with 'Matrix Size Mismatch'.
Durbin- Watson statistic doesn't appear in the estimation output neither.

I have the version 7 and the total number of included observations is 92, I don't know if it's relevant.

Can somebody help me with this??

Rgds,

Erica

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Serial Correlation - Matrix Size Mismatch

Postby EViews Gareth » Sun Dec 01, 2013 7:49 pm

What's the build date of your copy (Help->About EViews).


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