How to generate Rolling window Correlation ?

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kienquyen
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Joined: Sat Apr 16, 2016 9:11 am

How to generate Rolling window Correlation ?

Postby kienquyen » Sat Apr 16, 2016 9:23 am

I have read a research about Co-movement of stock market between East Asia economies and it mentioned Rolling window correlation (attached picture). However, I don't know to generate it in Eviews ? Please help me, I need this graph for my assignment.

Many thanks,
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EViews Gareth
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Re: How to generate Rolling window Correlation ?

Postby EViews Gareth » Sat Apr 16, 2016 9:27 am

http://www.eviews.com/help/helpintro.ht ... 83.08.html
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