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- Mon Mar 08, 2010 2:34 am
- Forum: Programming
- Topic: developing correlation series
- Replies: 1
- Views: 2444
developing correlation series
Hey to all users, I want to create a time series of the evolution of the correlation between two variables. It should be something like that: 'Austria 'set sample range to original smpl 1980M01 2009M12 for !horizon=1 to 360 'define recursive sample range smpl 1980M01 1980M01+!horizon-1 series cor(cy...