How to run residuals autocorrelation test using STATA

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This video presents the autocorrelation tests of the residuals of a simple linear regression by estimating an autoregrésive model between the errors.

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Thank you for your informative videos. I'm working with time series data. When I apply OLS; It shows normal distribution, there is no heteroscedasticity. However, there is Autocorrelation. As a solution to this, I tried autoregressive models. Autocorrelation still continues. How can I fix this situation? Thank you in advance for your suggestions. Kind regards.

Withf_PhD
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is the number of lags of residual terms because of the number of independent variables in your model?

juliasibale
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Your voice is not clear. you don't communicate clearly. I had to rewind a few times as I didn't catch what you were saying. otherwise thanks so much this was very helpful.

ghufranjumani
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absoulte poor understanding and worst communication as ever seen

abidnoor