对于第1楼问题：

1.用estat dwatson命令可得到Durbin-Watson d-statistic。

2.如果存在自相关，可做Prais-Winsten regression。不过该回归默认为一阶自相关。

reg y x

vif

即可.

To download stata program named collin.

collin computes several collinearity diagnostic measures including
       VIF, tolerance, eigenvalues, condition index, and R-squared. 
       It will compute the eigenvalues and condition index on either
       the raw SSCP with an intercept (default) or the deviation SSCP
       without an intercept.