use "C:\Users\s01e05\Downloads\Clase_Autocorrelacion (1).

dta", clear

. edit

. tsset ano, yearly

time variable: ano, 1950 to 1991
delta: 1 year

. tsline ventas inventarios

. reg ventas inventarios

Source | SS df MS Number of obs = 42

-------------+------------------------------ F( 1, 40) =49534.84
Model | 1.1377e+12 1 1.1377e+12 Prob > F = 0.0000
Residual | 918742528 40 22968563.2 R-squared = 0.9992
-------------+------------------------------ Adj R-squared = 0.9992
Total | 1.1387e+12 41 2.7772e+10 Root MSE = 4792.6

------------------------------------------------------------------------------
ventas | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
inventarios | .6428303 .0028883 222.56 0.000 .6369928 .6486677
_cons | -902.827 1165.121 -0.77 0.443 -3257.625 1451.971
------------------------------------------------------------------------------

. predict error, resid

. edit

. gen lagerror=error[_n-1]
(1 missing value generated)

. edit

. scatter error lagerror

. tsline error

. estat dwatson

Durbin-Watson d-statistic( 2, 42) = 1.374294

. * Mi modelo tiene problemas de auto correlaci�n positiva puesto que 1.37 es menor
que el limite inferior