An answer to this question could be found in a statistics text book such as Neter et al Applied Linear Statistical Models. The Cochrane-Orcutt procedure is one of the suggested methods to deal with autocorrelation. The D-W test will tell you whether autocorrelation is a problem in your estimation.

________________________________ From: SPSSX(r) Discussion [mailto:SPSSX-L@LISTSERV.UGA.EDU] On Behalf Of Peck, Jon Sent: Thursday, May 07, 2009 12:44 PM To: SPSSX-L@LISTSERV.UGA.EDU Subject: Re: FIRST ORDER SERIAL CORRELATION OR AUTOCORRELATION

If you search the Help index in SPSS/PASW Statistics for autocorrelation, you will find many references.

________________________________ From: SPSSX(r) Discussion [mailto:SPSSX-L@LISTSERV.UGA.EDU] On Behalf Of Keli Saporta Sent: Thursday, May 07, 2009 10:09 AM To: SPSSX-L@LISTSERV.UGA.EDU Subject: [SPSSX-L] FIRST ORDER SERIAL CORRELATION OR AUTOCORRELATION

Hello,

Before several days I asked for your help if somebody knows " if there any procedure or other way to calculate serial correlation" . Unfortunately nobody could help. It has two other names for it. Maybe now I will be luckier: FIRST ORDER SERIAL CORRELATION OR, AUTOCORRELATION. Maybe somebody knows? I would appreciate any help TODA RABA kelly

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