hello teacher and professor
I have a question need help
when I use "rangestat (reg)' to run each factor vector
How do we test residual whether it exists a series correlation?
"​​​​rangestat (reg) Rpret smb hml rmrf, interval(year 0 0) by(id)"

Code:
* Example generated by -dataex-. To install: ssc install dataex
clear
input double(b_smb b_hml b_rmrf b_cons se_smb se_hml se_cons)
-.20652245619744625 5.588731457500937 -1.1446349668550027  -5.754353802046955 1.4416125962982962 1.4236890032042868  3.075380492257918
-.20652245619744625 5.588731457500937 -1.1446349668550027  -5.754353802046955 1.4416125962982962 1.4236890032042868  3.075380492257918
-.20652245619744625 5.588731457500937 -1.1446349668550027  -5.754353802046955 1.4416125962982962 1.4236890032042868  3.075380492257918
-.20652245619744625 5.588731457500937 -1.1446349668550027  -5.754353802046955 1.4416125962982962 1.4236890032042868  3.075380492257918
-.20652245619744625 5.588731457500937 -1.1446349668550027  -5.754353802046955 1.4416125962982962 1.4236890032042868  3.075380492257918
-.20652245619744625 5.588731457500937 -1.1446349668550027  -5.754353802046955 1.4416125962982962 1.4236890032042868  3.075380492257918
-.20652245619744625 5.588731457500937 -1.1446349668550027  -5.754353802046955 1.4416125962982962 1.4236890032042868  3.075380492257918
-.20652245619744625 5.588731457500937 -1.1446349668550027  -5.754353802046955 1.4416125962982962 1.4236890032042868  3.075380492257918
-.20652245619744625 5.588731457500937 -1.1446349668550027  -5.754353802046955 1.4416125962982962 1.4236890032042868  3.075380492257918
-.20652245619744625 5.588731457500937 -1.1446349668550027  -5.754353802046955 1.4416125962982962 1.4236890032042868  3.075380492257918
-.20652245619744625 5.588731457500937 -1.1446349668550027  -5.754353802046955 1.4416125962982962 1.4236890032042868  3.075380492257918
 1.7391401771765747 2.211614664163056  .23796205251361655 -1.7707955779777529 1.1680848697947528 1.1610380157758708 1.8474730466446276
 1.7391401771765747 2.211614664163056  .23796205251361655 -1.7707955779777529 1.1680848697947528 1.1610380157758708 1.8474730466446276
 1.7391401771765747 2.211614664163056  .23796205251361655 -1.7707955779777529 1.1680848697947528 1.1610380157758708 1.8474730466446276
 1.7391401771765747 2.211614664163056  .23796205251361655 -1.7707955779777529 1.1680848697947528 1.1610380157758708 1.8474730466446276
 1.7391401771765747 2.211614664163056  .23796205251361655 -1.7707955779777529 1.1680848697947528 1.1610380157758708 1.8474730466446276
 1.7391401771765747 2.211614664163056  .23796205251361655 -1.7707955779777529 1.1680848697947528 1.1610380157758708 1.8474730466446276
 1.7391401771765747 2.211614664163056  .23796205251361655 -1.7707955779777529 1.1680848697947528 1.1610380157758708 1.8474730466446276
 1.7391401771765747 2.211614664163056  .23796205251361655 -1.7707955779777529 1.1680848697947528 1.1610380157758708 1.8474730466446276
 1.7391401771765747 2.211614664163056  .23796205251361655 -1.7707955779777529 1.1680848697947528 1.1610380157758708 1.8474730466446276
end