Hi,

I am new to Stata and wanting to test for serial correlation in stock prices across the years 1990 to 2019 of 40 stocks from the FTSE 100.

I am wondering how I go about carrying out a serial correlation test to test the independence of UK stock prices.

How do I do a test which incorporates all stock prices from the 40 stocks from this unbalanced panel data set - to clarify I do not want to test individually the level of serial correlation in each stock but perform one test which incorporates all the stock prices from the stocks across the time period.

Thanks in advance,
Billy