Hi! I am writting because I need to create a series from a cross correlation of 2 series which I am calculating in a moving temporal window (i.e. from 2004m01 to 2012m12, from 2004m02 to 2013m01 and so on with 12 lags) I have each cross correlation table, I freeze all the tables but I also need to condruct a series with each contemporary correlation (i=0) which is calculated in those tables and put them in a new series.
How can I extract and construct that series?
Thanks in advance and happy new year!!
For questions regarding programming in the EViews programming language.
1 post • Page 1 of 1
Who is online
Users browsing this forum: No registered users and 10 guests