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Thank you Gareth that does exactly what I wanted!

As a brief follow up questions: How can I draw on the results of the test, i.e. in the same way I can retrieve the coefficient of a ls regression by using @coefs(regression)? In the end I would like to create a matrix with the test statistic of a large number of data series, i.e. S1 S2 S3 S1 1 0.2 0...

Great, thank you!

In the interface (eViews 6) I select the two data series, then open them as group, then View, Covariance analysis, then change method to Kendall's tau, tick tau-b and ok.

Now I would like to do the same through programming.

Thank you,
Chris

Sorry of course:

I would like to run a Kendall tau-b test between two data series.
However, I cannot find the command for this test anywhere in the eviews handbooks.

In the interface it is possible to run the test I just don't know how to call on it through coding.

Hello all,

I was wondering how I can code 'Kendall tau-b' in eViews 6.

Another post had asked a similar question, but unfortunately didn't get any replies.

Any help would be greatly appreciated!

Best,
Chris

great thank you!

I am wondering how I can create a sample (object) from a series which contains nas before and after the values which I actually want to use.

e.g.:
series:
1/2011: na
2/2011: na
3/2011: 1
4/2011: 2
5/2011: na
6/2011: na

sample 3/2011 till 4/2011:
3/2011: 1
4/2011: 2