Is there a way to detect the autocorrelation in a loop?

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?

[Leah]

So are you just going to do a Durbin-Watson test inside the loop?

[Simon]

Altough it seems that i get autocorrelation in EVERY test I do according to dwtest. I use this code :

if true
  % code
end%%
%%R^2 adjusted 
for i = 1:B
  REG = LinearModel.fit(F{1,i});
  C{1,i}(1,1) = REG.Rsquared.Adjusted;%%For further analysis
  P{1,i} = REG.Residuals.Raw; %%My residuals for dwtest, each cell contains 524x4 residuals
  G{1,i} = REG.Coefficients; %%For further analysis

end
end
%%Dwtest
for i = 1:B
N{1,i} = dwtest(P{1,i},15);
if N{1,i} == 0
  N{1,i} = [];
end
end

Answer 1

[Simon]

Bump