Re: st: autocorrelation test returning 'invalid subcommand dwatson'

[ABDUL ADAM <bihiabdul@yahoo.com>]

Thank you very much Nick for your reply.
I am estimating a system of expenditure share equations (14 equations altogether). I am using a weekly time series data, and since one usually suspects that there could be serial correlation of the error terms in such data, I wanted to see whether this is true in my case by using D-W test on the nlsur residuals. Moreover, I have already tsset my data (before the estimation). I am not sure, though, if I understand what you mean "calculate explicitly".

More explanations or other tips are highly appreciated.
Abdul

--- On Thu, 5/19/11, Nick Cox <njcoxstata@gmail.com> wrote:

> From: Nick Cox <njcoxstata@gmail.com>
> Subject: Re: st: autocorrelation test returning 'invalid subcommand dwatson'
> To: statalist@hsphsun2.harvard.edu
> Date: Thursday, May 19, 2011, 1:50 AM
> Yes, but which -estat- subcommands
> are supported depends on the
> estimation command previously run and those subcommands are
> not
> supported in this case.
> 
> Evidently you have a system of equations that you are
> estimating with
> -nlsur-. What precisely were you expecting e.g. the
> Durbin-Watson
> command to work on? This is not my field -- and this is the
> limit of
> my advice -- but I suspect you would need to calculate that
> explicitly
> and also declare your data to be time series.
> 
> Nick
> 
> On Thu, May 19, 2011 at 9:38 AM, ABDUL ADAM <bihiabdul@yahoo.com>
> wrote:
> > Dear Members,
> > I have run an nlsur programme and after the estimation
> tried to do an autocorrelation test. I used both estat
> dwatson, estat dwstat, estat bgodfrey. In each case I get
> error r(321) 'invalid subcommand'. I know from the Stata
> reference manual that estat is one the postestimation
> commands that are available for nlsur. I am using version
> 10.0. Any idea of what I could do to proceed with my
> autocorrelation test?
> 
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