11 . estat bgodfrey, lags(1) Breusch-Godfrey LM test for autocorrelation lags(p) chi2 df Prob > chi2 1 6.314 1 0.0120 H0: no serial correlation
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Identify the dependent and independent variables. Breusch-I Godfrey and lags are the dependent and independent variables, respectively. Show more…
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