cross correlation for forward variable
Posted: Wed Jun 15, 2011 9:39 amhi,
Could anybody tell me how I can get cross corelation of current variable(s) with forward variable(s)?
For instance cross correlation of ouput with consumption(+4).
thanks in advance...
Could anybody tell me how I can get cross corelation of current variable(s) with forward variable(s)?
For instance cross correlation of ouput with consumption(+4).
thanks in advance...