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st: DW stat from prais command


From   Tien Pham <t.ducpham@uq.edu.au>
To   statalist@hsphsun2.harvard.edu
Subject   st: DW stat from prais command
Date   Thu, 13 Apr 2006 17:34:19 +1000

Dear all

I am new to Stata. I am sorry if my question has been raised and answered before.

I use prais command to run AR(1). The output of this command gives me two DW statistics: the original and the transformed. I have been trying to find out what the transformed DW stat means and if I can rely on it but I could not find any information about it. Can some one please give me some instruction or explanation on this?

Many thanks
Regards
tien

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