hello! There are two series, X and Y. I want to know if they are correlated. So I use the Covariance Analysis to test them. Now I have a question when I use the correlation analysis. The method is called "Covariance Analysis: Ordinary (uncentered)". The results are very different from the results by using "Covariance Analysis: Ordinary ". So I want to know,
1. What is the "Covariance Analysis: Ordinary (uncentered)" ? How does eviews6 calculate the correlation coefficent and the probability when I using this method?
2. What is the diffence between "Covariance Analysis: Ordinary (uncentered)" and "Covariance Analysis: Ordinary "?
A question about correlation analysis
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startz
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Re: A question about correlation analysis
Have you looked at EViews help file? The formulas are given there. (At least for version 7.)
Re: A question about correlation analysis
Thanks a lot!
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