Hi, I am trying to create an automated variable selection program that will filter through about 5,000 variables (transformations and such). My problem: I need durbin watson test statistics. I know I can do ODS Output DWTest for autoreg, but this has a tendency to slow the program tremendously and great impact performance to the point of it being unusable. It also causes a flurry of errors and is a serious impediment to operation. If I do noprint, there is no ODS output. Is there a way of getting DW test results (or ADF for that matter) without using ODS output? There will be 5,000 or so times 7 regressions (for each segment). Looking at each test result is not important, storing it is. Using ODS makes it almost unworkable and while I can do it, I estimate to prevent crashes and overwhelming the results I will have to divide it up and make it take a long time.
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