Thanks for your answer. I have also tried the DW test as you suggested, using the following code: proc autoreg data=sas; model dCNY_USD = dirdiff infdiff dlogfdicn dlogfxrcn dlogfxrus dlogcacn dpsicn dpsius naus / dw=12 dwprob; run; You can see the output attached. I used 12th order, as it is monthly data. Are you then suppose to check all the orders for an indication of autocorelation, or just the 12th? Also, as you can see from the output, this test suggests no autocorrelation on first order, while the initial test I did, which I attached in the first post, shows a strong indication of autocorrelation. And so it did for 7 out of my 10 variables. Do you know why the two tests gives so different answers? I am very greatful for your help. Anders
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