st: autocorrelation test with estout

[Rodrigo Briceño <rjbriceno@gmail.com>]

Dear Stata users. I'm using Stata 9.2 in Windows XP environment. I'm
running several time-series regressions for some bonds in a period of
54 months. I was able to introduce into the estout syntaxis, the
output of a heteroscedasticity test as well as the p-value associated
on each regression.

Now, I have to include the results of some autocorrelation test. I
decided to use estat bgodfrey, lags(1/12). The thing here is that I'm
not clear how to introduce the results of the test into my estout
syntaxis. One of the problems I saw is that this test will produce me
12 chi-square p-values. I also was wondering if the test itself
doesn´t have the grouped test (as Eview does) that is: N*Rsquare
statistic and its corresponding p-value. If these last two statistics
were able to be reproduced maybe their inclusion in estout will be
easier.

My syntax:

regress liq sap liqmk pprom mes if isin==266
quietly estat imtest, white
local hettest = r(chi2)
local hetprob = r(p)
estadd scalar hettest = `hettest'
estadd scalar hetp = `hetprob'
estimates store m19, title(CRVISTAL0014)


Does anybody have some idea anbout how to include bgodfrey results? or
bgodfrey grouped statistic?

Thanks for your time.

--
Rodrigo Briceño
Economist
rjbriceno@gmail.com
MSN: jbric98@hotmail.com
SKYPE: rbriceno1087

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