Hi I am running the following model:
Code:
reg CSAD RtnMrktPort AbsRtnMrktPort SquDiffRtnMrktPort
predict residual, r
Below you can see the partial auto correlation of the residual for this model.

Array

How would I test for how many lags of CSAD should I be using on the RHS of my regression in order to remove auto correlation from the model? I know that one may use the
Code:
varsoc
command, but I am unsure whether I need to use
Code:
varsoc CSAD
or
Code:
varsoc CSAD RtnMrktPort AbsRtnMrktPort SquDiffRtnMrktPort
to determine the number of lags.



Also, it will help me a lot if you could tell me other alternative tests I could run in Stata and how to read them.

Thank you.