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RE: st: STATA Spatial autocorrelation LM tests


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   RE: st: STATA Spatial autocorrelation LM tests
Date   Tue, 10 Feb 2009 19:39:59 -0000

-spautoc- does _not_ purport to carry out tests on residuals, which is
what is asked for here. Nor is it an LM test, if I recall correctly. 

There is no mapping from spatial data to time series that makes much
sense. Even if exceptionally your data were laid in one spatial
dimension (e.g. along a highway, river, rail, beach, etc.) the
properties of generating processes in time, which are one-directional,
would still differ from those of generating processes in space, which
usually aren't.  

Nick 
[email protected] 

Robert A Yaffee

   Type: findit spautoc
      You'll find a program to compute both Moran and Geary's spatial
autocorrelation.
In general, your dataset must have a time variable for time series
analysis,
rather than latitude and longitude coordinates for spatial analysis.
   
From: BALAS ALEXANDRU <[email protected]>
 
> Does anyone know what is the code for LM tests for spatial 
> autocorrelation in STATA? It seems that varlmar is for residual 
> autocorrelation, but for time series, not for spatial autocorrelation?

> Or if varlmar is the correct code, how do I transform the dataset from

> a spatial one to a time-series?

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