Specifying the Regression Model . Next, specify the linear regression model with a MODEL statement. ... , OLS and GLS are consistent, but OLS is inefficient. Hence, a test can be based on the result ...

The following statements regress Y on TIME and use the ARCHTEST option to test for heteroscedastic OLS residuals. The DWPROB option is also used to test for autocorrelation. proc autoreg data=a; model ...