Condition number or Coefficient of Variance Decomposition command

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Mihaela0852
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Joined: Sun Mar 21, 2021 1:35 pm

Condition number or Coefficient of Variance Decomposition command

Postby Mihaela0852 » Sat Apr 29, 2023 9:16 am

Hi all!
Does anyone know how to calculate condition number in EViews? (to check for multicollinearity). I have already checked VIF. I guess I need the command for the Coefficient of Variance Decomposition. Thank you very much !

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