MATRIX OF CORRELATIONS
Posted: Mon May 30, 2011 1:13 pmHi,
where is the MATRIX OF CORRELATIONS stored?
thank you
Fabio
where is the MATRIX OF CORRELATIONS stored?
thank you
Fabio
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MATRIX OF CORRELATIONS
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Posted: Mon May 30, 2011 1:13 pmRe: MATRIX OF CORRELATIONS
Posted: Wed Jun 08, 2011 2:03 pmYou can get the matrix of variance-covariance of endogenous in oo_.var. The matrix of correlations is straightforward to compute using this information.
Re: MATRIX OF CORRELATIONS
Posted: Wed Jun 08, 2011 3:14 pmthank you very much
Fabio
Fabio