GLS estimation

[jcbustosp]

Hi everyone, 

I'm studying the effect of the financial development on the environment, when I do the regression I find some troubles of autocorrelation, I’d like to know how can I solve them using the GLS ? I tried to find the proc to manage this issue, but I didn’t succeed.

Thank you, best wishes.

[PGStats]

Proc Autoreg in SAS/ETS deals exactly with that problem.