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st: count time series model
From
"Ikuho Kochi" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: count time series model
Date
Tue, 28 Jan 2014 17:37:34 +0000
Dear fellow statisticians,
I have a count time series data set and would like to test and correct serial correlations in my time series model.
I saw previous posts related to this topic, and one of the comment was to use Newey-West standard errors with nbreg command.
However, I can not find the option to incorperate Newey-West standard errors with nbreg command with STATA version 13.
I wonder if somebody knows how to do this, or have any other suggestion.
Also, I wonder if there is any test that is already programmed in STATA to test for serial correlation in count time series data model.
I have more than 500 subset of samples, and it would be very time consuming for me to check the correlation between residuals for different time period for each of 500 samples...
If there is already a programmed command for this test, it will help me to save time greatly.
Thank you for your attention.
Ikuho
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