Hi,
where is the MATRIX OF CORRELATIONS stored?
thank you
Fabio
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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
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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
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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
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