Hi,
where is the MATRIX OF CORRELATIONS stored?
thank you
Fabio
Dynare forums
Forums for asking questions, posting comments and uploading examples related to Dynare
MATRIX OF CORRELATIONS
Forum rules
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.
This forum is closed. You can read the posts but cannot write. We have migrated the forum to a new location (https://forum.dynare.org) where you will have to reset your password.
3 posts
• Page 1 of 1
MATRIX OF CORRELATIONS
by fabio_portugal » Mon May 30, 2011 1:13 pm
Fabio Verona
Research Economist
Monetary Policy and Research Department
BANK OF FINLAND
Research Economist
Monetary Policy and Research Department
BANK OF FINLAND
- fabio_portugal
- Posts: 10
- Joined: Thu Sep 27, 2007 10:06 am
- Location: Helsinki
Re: MATRIX OF CORRELATIONS
by SébastienVillemot » Wed Jun 08, 2011 2:03 pm
You can get the matrix of variance-covariance of endogenous in oo_.var. The matrix of correlations is straightforward to compute using this information.
Sébastien Villemot
Economist at OFCE – Sciences Po
Economist at OFCE – Sciences Po
- SébastienVillemot
- Posts: 706
- Joined: Fri Dec 07, 2007 2:29 pm
- Location: Paris, France
Re: MATRIX OF CORRELATIONS
by fabio_portugal » Wed Jun 08, 2011 3:14 pm
thank you very much
Fabio
Fabio
Fabio Verona
Research Economist
Monetary Policy and Research Department
BANK OF FINLAND
Research Economist
Monetary Policy and Research Department
BANK OF FINLAND
- fabio_portugal
- Posts: 10
- Joined: Thu Sep 27, 2007 10:06 am
- Location: Helsinki
3 posts
• Page 1 of 1
Who is online
Users browsing this forum: Google [Bot] and 6 guests