Is there a way to detect the autocorrelation in a loop?
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I'm going to perform a little more than 19,000,000 regressions in a loop (and grow a beard), but i need to now if I can detect the auto correlation on these regressions. I am going to have 90 X's and 75 Y's : each of these x's will be stored in a ''pool'' and i will make all combination of 4 x possible (via nchoosek(90,4) ). But It might happen that my Y will also be a X and if so i don't want it to be tested. OR per exemple if one of my X is the Dow and the Y is the SPX it won't be the same but will contain auto correlation. Any ideas?
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