Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: xtabond command and second order autocorrelation

From   "Serafeim Tsoukas" <>
To   <>
Subject   st: xtabond command and second order autocorrelation
Date   Tue, 22 Nov 2005 14:34:52 +0000


I am using the xtabond command on a panel data and I get the following note:

note: the residuals and the L(2) residuals have no obs in common
       The AR(2) is trivially zero

Arellano-Bond test that average autocovariance in residuals of order 2 is 0:
          H0: no autocorrelation   z =      .   Pr > z =      .

Any ideas/suggestions?

Thanks in advance.


This message has been checked for viruses but the contents of an attachment
may still contain software viruses, which could damage your computer system:
you are advised to perform your own checks. Email communications with the
University of Nottingham may be monitored as permitted by UK legislation.

*   For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index