Testing for Serial Correlation in Panel Data

[Girlan Oliveira]

Hi, Statalisters.

I'm working with a panel data with time gaps. Data refer to 27 states over 5 years (1995, 1999, 2003, 2007 and 2011).
After opening the database and declaring it as panel data I'm trying to do a serial correlation analysis, however Stata returns me the following error message: "no observations", followed by the code r (2000).
I do not know if this is a problem, but some of my variables are in string format, so before declaring the database as panel data I use the "destring, replace" command.
I would like the help to perform the serial correlation test for my database,

Thanks in advance.

Girlan

[Anat Tchetchik]

Girlan, I don't know if it is still relevant, but in ant case, before testing serial correlation, you have to specify a model, -ardl- or -VAR- for example, otherwise it is not clear what are the error terms that you want to test for serial correlation. What command sis you use? your T is very small and your N is also moderate. I'm not sure you will be able to have enough statistical power to performs this test anyway.