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
Serial Correlation - Matrix Size Mismatch
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EViews Gareth
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Re: Serial Correlation - Matrix Size Mismatch
What's the build date of your copy (Help->About EViews).
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