Stata Tutorial: Testing for Autocorrelation Pt. 1

Some basic techniques to examine your time-series residuals for the presence of auto-correlation. We plot our residuals over time, estimate a simple AR(1) residual test equation, and call up and interpret the Durbin-Watson statistic. Tutorial "Part 2" (Breusch-Godfrey Test): https://youtu.be/O3QaWBT97t4 Correcting Autocorrelation: https://youtu.be/ldNHyNHqUEE Link to "Gentle Introduction to Stata" https://www.amazon.com/gp/product/1597182699/ref=as_li_tl?ie=UTF8&camp=1789&creative=9325&creativeASIN=1597182699&linkCode=as2&tag=mikejonasecon-20&linkId=784adb8c2c3a433da893bcfc62f11906 Link to the excellent Introduction to Econometrics Textbook by AH Studenmund: https://www.amazon.com/gp/product/9332584915/ref=as_li_tl?ie=UTF8&camp=1789&creative=9325&creativeASIN=9332584915&linkCode=as2&tag=mikejonasecon-20&linkId=6697afcfde8c335b461795eec22e3977 Link to Jeffrey Wooldridge Introductory Econometrics Textbook: https://www.amazon.com/gp/product/8131524655/ref=as_li_tl?ie=UTF8&camp=1789&creative=9325&creativeASIN=8131524655&linkCode=as2&tag=mikejonasecon-20&linkId=0a5fe7ce6ac777090a194cb5bb48071b My Twitter is: https://twitter.com/MichaelRJonas My Google Scholar Page: https://scholar.google.com/citations?user=c97cvAwAAAAJ&hl=en&oi=sra ResearchGate: https://www.researchgate.net/profile/Michael_Jonas2