SPSSV17.0可以进行GLS回归。

进行如下菜单操作：
1，Analyze==>General Lineal model==>Multivariate
2，在Dependent Variable框里选择相关变量
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官方论坛关于这个问题的解答：
Q. Can SPSS do a Generalized Least Squares (GLS) correction for autocorrelation?
A. Yes, but only using the AREG command in the Trends module.
   The Trends module is available at USC only in the Batch facility of SPSS 11.x under UNIX.
   A similar operation, the Maximum Likelihood (ML) correction,can be done not only in AREG and ARIMA (both Trends procedures), but in MIXED, too.
  Resolution Document Number 31763 explains the use of MIXED to correct for first-order autocorrelations using the first-order autoregressive covariance structure (AR1).

Source: eMail from SPSS Consultants, 17 September 2004
在百度帖来的答案,不知道是否是你要的?

非常谢谢哦！