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by bubblee
Mon Feb 07, 2011 8:35 am
Forum: Econometric Discussions
Topic: question about cross-correlation
Replies: 0
Views: 2060

question about cross-correlation

I read a figure of cross-correlation of two series in one article ( the Figure is attached). When we generate cross-correlation using Eviews, the results are shown like below: Date: 02/07/11 Time: 16:01 Sample: 1/02/1990 12/31/2010 Included observations: 5291 Correlations are asymptotically consiste...

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