.

reg elc gdppc mob

Source | SS df MS Number of obs = 24

-------------+------------------------------ F( 2, 21) = 1216.77

Model | 613387.439 2 306693.72 Prob > F = 0.0000

Residual | 5293.18084 21 252.056231 R-squared = 0.9914

-------------+------------------------------ Adj R-squared = 0.9906

Total | 618680.62 23 26899.1574 Root MSE = 15.876

------------------------------------------------------------------------------

elc | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

gdppc | .5076964 .0374269 13.57 0.000 .429863 .5855298

mob | 1.001007 .3506034 2.86 0.009 .2718869 1.730127

_cons | 105.6931 20.8132 5.08 0.000 62.40966 148.9765

------------------------------------------------------------------------------

. predict error, resid

(1 missing value generated)

. plot error year

30.2386 +

| *

| *

| *

R | * *
 e | * *

s |

i | * *

d | * * * *

u | *

a | *

l | * * *

s | * *

| * * *

-34.4452 + *

+----------------------------------------------------------------+

1991 year 2014

. gen error_t_1= error[_n-1]

(1 missing value generated)

. gen error_t_1= error[_n-1]

error_t_1 already defined

r(110);

. gen error_t_2= error[_n-2]

(2 missing values generated)

. gen error_t_3= error[_n-3]

(3 missing values generated)

. gen error_t_4= error[_n-4]

(4 missing values generated)

. gen error_t_5= error[_n-5]

(5 missing values generated)

. tsset year

time variable: year, 1991 to 2014

delta: 1 unit

. pwcorr error error_t_1 error_t_2 error_t_3 error_t_4 error_t_5, sig

| error error_~1 error_~2 error_~3 error_~4 error_~5

-------------+------------------------------------------------------

error | 1.0000

error_t_1 | 0.7083 1.0000

| 0.0002

error_t_2 | 0.1954 0.7083 1.0000

| 0.3834 0.0002

error_t_3 | -0.2011 0.1954 0.6584 1.0000

| 0.3820 0.3834 0.0009

error_t_4 | -0.2608 -0.2011 0.1207 0.6336 1.0000

| 0.2668 0.3820 0.6023 0.0020

|
 error_t_5 | -0.2032 -0.2608 -0.1296 0.2728 0.7356 1.0000

| 0.4042 0.2668 0.5861 0.2446 0.0002

. reg elc gdppc mob

Source | SS df MS Number of obs = 24

-------------+------------------------------ F( 2, 21) = 1216.77

Model | 613387.439 2 306693.72 Prob > F = 0.0000

Residual | 5293.18084 21 252.056231 R-squared = 0.9914

-------------+------------------------------ Adj R-squared = 0.9906

Total | 618680.62 23 26899.1574 Root MSE = 15.876

------------------------------------------------------------------------------

elc | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

gdppc | .5076964 .0374269 13.57 0.000 .429863 .5855298

mob | 1.001007 .3506034 2.86 0.009 .2718869 1.730127

_cons | 105.6931 20.8132 5.08 0.000 62.40966 148.9765

------------------------------------------------------------------------------

. tsset year

time variable: year, 1991 to 2014

delta: 1 unit

. dwstat

Durbin-Watson d-statistic( 3, 24) = .5480991

. gen error_t_6= error[_n-6]

(6 missing values generated)

. pwcorr error_t_1 error_t_2 error_t_3 error_t_4 error_t_5 error_t_6, sig

| error_~1 error_~2 error_~3 error_~4 error_~5 error_~6

-------------+------------------------------------------------------

error_t_1 | 1.0000

error_t_2 | 0.7083 1.0000

| 0.0002

error_t_3 | 0.1954 0.6584 1.0000

| 0.3834 0.0009

error_t_4 | -0.2011 0.1207 0.6336 1.0000

| 0.3820 0.6023 0.0020

error_t_5 | -0.2608 -0.1296 0.2728 0.7356 1.0000

| 0.2668 0.5861 0.2446 0.0002

error_t_6 | -0.2032 -0.0694 0.1996 0.5201 0.7438 1.0000

| 0.4042 0.7778 0.4127 0.0225 0.0003

. gen gdppc1= gdppc

(1 missing value generated)

. drop gdppc1
. gen gdppc1= gdppc

(1 missing value generated)

. drop gdppc1

. gen gdppc_t_1= gdppc[_n-1]

(1 missing value generated)

. reg error error_t_1 mob gdppc_t_1

Source | SS df MS Number of obs = 23

-------------+------------------------------ F( 3, 19) = 7.64

Model | 2749.96663 3 916.655545 Prob > F = 0.0015

Residual | 2279.03066 19 119.948982 R-squared = 0.5468

-------------+------------------------------ Adj R-squared = 0.4753

Total | 5028.9973 22 228.590786 Root MSE = 10.952

------------------------------------------------------------------------------

error | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

error_t_1 | .8031451 .168063 4.78 0.000 .4513851 1.154905

mob | .3350885 .2656473 1.26 0.222 -.2209177 .8910948

gdppc_t_1 | -.0314304 .0306422 -1.03 0.318 -.0955653 .0327045

_cons | 16.5572 16.43614 1.01 0.326 -17.84404 50.95844

------------------------------------------------------------------------------

. reg errror error1 gdppc mob1

. reg error error_t_1 gdppc mob

 Source | SS df MS Number of obs = 23

-------------+------------------------------ F( 3, 19) = 8.50

Model | 2881.7712 3 960.5904 Prob > F = 0.0009

Residual | 2147.2261 19 113.0119 R-squared = 0.5730

-------------+------------------------------ Adj R-squared = 0.5056

Total | 5028.9973 22 228.590786 Root MSE = 10.631

------------------------------------------------------------------------------

error | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

error_t_1 | .8191529 .1635065 5.01 0.000 .4769298 1.161376

gdppc | -.0412529 .0273026 -1.51 0.147 -.0983978 .0158921

mob | .4399056 .2538263 1.73 0.099 -.0913589 .9711701

_cons | 22.80843 15.37617 1.48 0.154 -9.374269 54.99113

------------------------------------------------------------------------------

. prais gdppc mob

Iteration 0: rho = 0.0000

Iteration 1: rho = 0.8512

Iteration 2: rho = 0.9100

Iteration 3: rho = 0.9436

Iteration 4: rho = 0.9620

Iteration 5: rho = 0.9697

Iteration 6: rho = 0.9720

Iteration 7: rho = 0.9726

Iteration 8: rho = 0.9727

Iteration 9: rho = 0.9728

Iteration 10: rho = 0.9728

Iteration 11: rho = 0.9728

Iteration 12: rho = 0.9728

Prais-Winsten AR(1) regression -- iterated estimates

Source | SS df MS Number of obs = 24

-------------+------------------------------ F( 1, 22) = 0.00

Model | 0 1 0 Prob > F = 1.0000

Residual | 23649.8569 22 1074.9935 R-squared = .

-------------+------------------------------ Adj R-squared = .

Total | 18423.1309 23 801.005693 Root MSE = 32.787

------------------------------------------------------------------------------

gdppc | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

mob | 5.545197 1.051411 5.27 0.000 3.364705 7.72569

_cons | 621.1152 127.9938 4.85 0.000 355.6723 886.5582

-------------+----------------------------------------------------------------

rho | .9727703

------------------------------------------------------------------------------

Durbin-Watson statistic (original) 0.191424

Durbin-Watson statistic (transformed) 0.726859

. gen mob_t_1= mob[_n-1]

(1 missing value generated)

. reg elc gdppc_t_1 mob_t_1

Source | SS df MS Number of obs = 23

-------------+------------------------------ F( 2, 20) = 1772.73

Model | 574172.648 2 287086.324 Prob > F = 0.0000

 Residual | 3238.91643 20 161.945822 R-squared = 0.9944

-------------+------------------------------ Adj R-squared = 0.9938

Total | 577411.564 22 26245.9802 Root MSE = 12.726

------------------------------------------------------------------------------

elc | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

gdppc_t_1 | .5278412 .0303589 17.39 0.000 .4645136 .5911689

mob_t_1 | 1.230553 .2810307 4.38 0.000 .6443327 1.816772

_cons | 110.6467 16.91135 6.54 0.000 75.37019 145.9231

------------------------------------------------------------------------------

.
Single-user Stata network perpetual license:

Serial number: 93611859953

Licensed to: Cyril

University of Southeastern Philippines

Notes:

. use "C:\Users\user\Downloads\AUTOCORRELATION.dta", clear

. reg elc gdppc mob

Source | SS df MS Number of obs = 24

-------------+------------------------------ F( 2, 21) = 1216.77

Model | 613387.439 2 306693.72 Prob > F = 0.0000

Residual | 5293.18084 21 252.056231 R-squared = 0.9914

-------------+------------------------------ Adj R-squared = 0.9906

Total | 618680.62 23 26899.1574 Root MSE = 15.876

------------------------------------------------------------------------------

elc | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

gdppc | .5076964 .0374269 13.57 0.000 .429863 .5855298

mob | 1.001007 .3506034 2.86 0.009 .2718869 1.730127

_cons | 105.6931 20.8132 5.08 0.000 62.40966 148.9765

------------------------------------------------------------------------------

. predict error, resid

(1 missing value generated)

. plot error year

30.2386 +

| *

| *

| *

R | * *

e | * *

s |

i | * *

d | * * * *

u | *

a | *

l | * * *

s | * *

| * * *

-34.4452 + *

+----------------------------------------------------------------+

1991 year 2014

. gen error_t_1= error[_n-1]

(1 missing value generated)

. gen error_t_2= error[_n-2]

(2 missing values generated)

. gen error_t_3= error[_n-3]

(3 missing values generated)

. gen error_t_4= error[_n-4]

(4 missing values generated)

. gen error_t_5= error[_n-5]

(5 missing values generated)

. tsset year

time variable: year, 1991 to 2014

delta: 1 unit

. pwcorr error error_t_1 error_t_2 error_t_3 error_t_4 error_t_5, sig

| error error_~1 error_~2 error_~3 error_~4 error_~5

-------------+------------------------------------------------------

error | 1.0000

error_t_1 | 0.7083 1.0000

| 0.0002

error_t_2 | 0.1954 0.7083 1.0000

| 0.3834 0.0002

error_t_3 | -0.2011 0.1954 0.6584 1.0000

| 0.3820 0.3834 0.0009

 |

error_t_4 | -0.2608 -0.2011 0.1207 0.6336 1.0000

| 0.2668 0.3820 0.6023 0.0020

error_t_5 | -0.2032 -0.2608 -0.1296 0.2728 0.7356 1.0000

| 0.4042 0.2668 0.5861 0.2446 0.0002

. reg elc gdppc mob

Source | SS df MS Number of obs = 24

-------------+------------------------------ F( 2, 21) = 1216.77

Model | 613387.439 2 306693.72 Prob > F = 0.0000

Residual | 5293.18084 21 252.056231 R-squared = 0.9914

-------------+------------------------------ Adj R-squared = 0.9906

Total | 618680.62 23 26899.1574 Root MSE = 15.876

------------------------------------------------------------------------------

elc | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

gdppc | .5076964 .0374269 13.57 0.000 .429863 .5855298

mob | 1.001007 .3506034 2.86 0.009 .2718869 1.730127

_cons | 105.6931 20.8132 5.08 0.000 62.40966 148.9765

------------------------------------------------------------------------------

. tsset year

time variable: year, 1991 to 2014

delta: 1 unit

. dwstat
Durbin-Watson d-statistic( 3, 24) = .5480991

. gen error_t_6= error[_n-6]

(6 missing values generated)

. pwcorr error_t_1 error_t_2 error_t_3 error_t_4 error_t_5 error_t_6, resid

option resid not allowed

r(198);

. pwcorr error_t_1 error_t_2 error_t_3 error_t_4 error_t_5 error_t_6, sig

| error_~1 error_~2 error_~3 error_~4 error_~5 error_~6

-------------+------------------------------------------------------

error_t_1 | 1.0000

error_t_2 | 0.7083 1.0000

| 0.0002

error_t_3 | 0.1954 0.6584 1.0000

| 0.3834 0.0009

error_t_4 | -0.2011 0.1207 0.6336 1.0000

| 0.3820 0.6023 0.0020

error_t_5 | -0.2608 -0.1296 0.2728 0.7356 1.0000

| 0.2668 0.5861 0.2446 0.0002

error_t_6 | -0.2032 -0.0694 0.1996 0.5201 0.7438 1.0000

 | 0.4042 0.7778 0.4127 0.0225 0.0003

. gen gdppc1= gdppc

(1 missing value generated)

. drop gdppc1

. gen gdppc1=gdppc

(1 missing value generated)

. drop gdppc1

. gen gdppc_t_1= gdppc[_n-1]

(1 missing value generated)

. reg error error_t_1 mob gdppc_t_1

Source | SS df MS Number of obs = 23

-------------+------------------------------ F( 3, 19) = 7.64

Model | 2749.96663 3 916.655545 Prob > F = 0.0015

Residual | 2279.03066 19 119.948982 R-squared = 0.5468

-------------+------------------------------ Adj R-squared = 0.4753

Total | 5028.9973 22 228.590786 Root MSE = 10.952

------------------------------------------------------------------------------

error | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

error_t_1 | .8031451 .168063 4.78 0.000 .4513851 1.154905

mob | .3350885 .2656473 1.26 0.222 -.2209177 .8910948

 gdppc_t_1 | -.0314304 .0306422 -1.03 0.318 -.0955653 .0327045

_cons | 16.5572 16.43614 1.01 0.326 -17.84404 50.95844

------------------------------------------------------------------------------

. prais gdppc mob

Iteration 0: rho = 0.0000

Iteration 1: rho = 0.8512

Iteration 2: rho = 0.9100

Iteration 3: rho = 0.9436

Iteration 4: rho = 0.9620

Iteration 5: rho = 0.9697

Iteration 6: rho = 0.9720

Iteration 7: rho = 0.9726

Iteration 8: rho = 0.9727

Iteration 9: rho = 0.9728

Iteration 10: rho = 0.9728

Iteration 11: rho = 0.9728

Iteration 12: rho = 0.9728

Prais-Winsten AR(1) regression -- iterated estimates

Source | SS df MS Number of obs = 24

-------------+------------------------------ F( 1, 22) = 0.00

Model | 0 1 0 Prob > F = 1.0000

Residual | 23649.8569 22 1074.9935 R-squared = .

-------------+------------------------------ Adj R-squared = .

Total | 18423.1309 23 801.005693 Root MSE = 32.787

------------------------------------------------------------------------------
 gdppc | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

mob | 5.545197 1.051411 5.27 0.000 3.364705 7.72569

_cons | 621.1152 127.9938 4.85 0.000 355.6723 886.5582

-------------+----------------------------------------------------------------

rho | .9727703

------------------------------------------------------------------------------

Durbin-Watson statistic (original) 0.191424

Durbin-Watson statistic (transformed) 0.726859

. gen mob_t_1= mob[_n-1]

(1 missing value generated)

. reg elc gdppc_t_1 mob_t_1

Source | SS df MS Number of obs = 23

-------------+------------------------------ F( 2, 20) = 1772.73

Model | 574172.648 2 287086.324 Prob > F = 0.0000

Residual | 3238.91643 20 161.945822 R-squared = 0.9944

-------------+------------------------------ Adj R-squared = 0.9938

Total | 577411.564 22 26245.9802 Root MSE = 12.726

------------------------------------------------------------------------------

elc | Coef. Std. Err. t P>|t| [95% Conf. Interval]

-------------+----------------------------------------------------------------

gdppc_t_1 | .5278412 .0303589 17.39 0.000 .4645136 .5911689

mob_t_1 | 1.230553 .2810307 4.38 0.000 .6443327 1.816772

_cons | 110.6467 16.91135 6.54 0.000 75.37019 145.9231

------------------------------------------------------------------------------
. set memory 600

set memory ignored.

Memory no longer needs to be set in modern Statas; memory adjustments are

performed on the fly automatically.

. set memory

invalid syntax

r(198);

. set memory 600m

set memory ignored.

Memory no longer needs to be set in modern Statas; memory adjustments are

performed on the fly automatically.

. set marvar 10000

-set marvar- not allowed; 'marvar' not recognized

r(199);

. use "C:\Users\user\Downloads\AUTOCORRELATION.dta", clear

. save "C:\Users\user\Downloads\New autocorrelation.dta"

file C:\Users\user\Downloads\New autocorrelation.dta saved