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Hi guys,

I know how to find a moving correlation e.g. for 26 days using @mcor(x,y,26).

May I ask how I would get something similar for the Spearman and Kendall Tau correlations?

Apologies for any inconvenience
Thanks
G

Hi startz,

The code is fine now. It appears there was an issue with the Citrix client.

Thank you for taking the time to verify the code!

Thank you very much Eviews Gareth!

May I ask one further question, I've run this program and when I check the means there are a few N/A entries e.g. I only got 39 observations out of 100 run
Is this supposed to happen?
I am using (2,1) for (b,r) in the gamma function if it is relevant.

Thank you

Hi guys, I am currently trying to program (this is the first semester I have ever used Eviews) 1) Create 100 observations from gamma distribution - I understand to use @rgamma (b,r) 2) Calculate the average of this sample 3) Repeat steps 1,2 one hundred times to get a data set that would have 100 es...

Hi,
I originally looked through the pdf guide and couldn't find anything other than references in empirical testing.

I found what was needed in the help section.

Thanks for your help.

Hi guys,

May I ask how to generate 1000 observations from a two parameter gamma distribution?

Thank you in advance for any feedback