Help Varlmar!!

[Rose Banda]

Hi All,

I was trying to check for autocorrelation after running var command using:

varlmar

I get the error message the lags of residuals may not be collinear with the dependent variables, or their lags r(198);

The r(198) link in stata really has no helpful information. the stata manual leads me to the code below but I get the same error

varlmar, mlag(5)

How do I resolve this?

[Phil Bromiley]

You will increase your chances of useful answer by following the FAQ on asking questions-provide Stata code in code delimiters, readable Stata output, and sample data using dataex.

Since you are getting a comment that the residuals are collinear, the problem is probably in your var statement or data.