Thanks for your answer. I`ve tried your solution, and I have to take 7 or 8 differences for the p-value to start moving up towards 1%. And by using the Durbin-Watson test, it shows no obvious autocorrelation in the regression. I can´t understand why the two tests gives such different answers. Also, how come you can check for autocorrelation on all variables at once in the DW-test, but with the test you suggested, you have to check one variable at the time. Thanks again. Anders
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