Condition number or Coefficient of Variance Decomposition command
Posted: 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 !
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 !