No, Stata does not have this.  I have requested it, more than
once, and was turned down.
Rich
Rudy Fichtenbaum wrote:
Stata Users:
Does Stata have a way of calculating the p-value for a Durbin-Watson 
statistic? SAS does this and it is a lot easier for students because 
they don't have to rely on a Durbin-Watson table which can result in the 
test being inconclusive.
Rudy
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