Hello,
i want to make a test of serial auto-correlation and i know i have to use the command “hlu”.
So I want to transform my equation like
Y(t)’=Y(t) - Y(t-1).
My problem is whether i have to lag my dependent variable separately or if the command “hlu” lags it automatically.
So, is the command:
1. hlu Y X Y(t-1), nolog
or
2. hlu Y X, nolog
i want to make a test of serial auto-correlation and i know i have to use the command “hlu”.
So I want to transform my equation like
Y(t)’=Y(t) - Y(t-1).
My problem is whether i have to lag my dependent variable separately or if the command “hlu” lags it automatically.
So, is the command:
1. hlu Y X Y(t-1), nolog
or
2. hlu Y X, nolog
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