correlation matrix

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

mtv
Posts: 2
Joined: Tue May 01, 2012 2:10 am

correlation matrix

Postby mtv » Tue May 01, 2012 2:26 am

Greetings!

I'm quite new to useing EViews and i got a couple og questions for basic usage. I have been trying to read through the EViews user guide with no luck.
I'm trying to estimate the correlation matrix between a set of variables, but i'm quite clueless how to do so.
I got an excel spreadsheet containing two tables.
Anual GDP growth in % and Anual growth in food consumption(%). Both in year (t) (See excel attachment)
add: trying to estimate the correlation matrix between Consume(t),consume(t-1),consume(t-2),GDP(t),GDP(t-1),GDP(t-2)

version: 7.1
Thanks
Attachments
consumeGDP.xlsx
(9.31 KiB) Downloaded 805 times

startz
Non-normality and collinearity are NOT problems!
Posts: 3797
Joined: Wed Sep 17, 2008 2:25 pm

Re: correlation matrix

Postby startz » Tue May 01, 2012 6:27 am

Read the data into EViews. Then open a group window with the variables you want. Then choose View/Covariance analysis and tick correlation

mtv
Posts: 2
Joined: Tue May 01, 2012 2:10 am

Re: correlation matrix

Postby mtv » Wed May 02, 2012 1:29 am

Thanks!
but in order to estimate the correlation with -1/-2 observations , Would it be a correct apporach to create a new object -> group and enter "consume consume(-1) consume(-2) GDP GDP(-1) GDP(-2)"?



edit:
solved:I am also conducting a Breusch-Godfrey test
So far i have generated a new serie by equation "u_t=resid"

I'm then trying to estimate u_t useing the following equation:
u_t=A_1+A_2 consume_(t-1)+A_3 GDP+A_4 GDP_(t-1)+C_1 u_(t-1)+u_t

When estimating the equation do i simply enter: "u_t c consume(-1) GDP GDP(-1) u_t(-1)" ?

Hope this made any sense at all.

startz
Non-normality and collinearity are NOT problems!
Posts: 3797
Joined: Wed Sep 17, 2008 2:25 pm

Re: correlation matrix

Postby startz » Wed May 02, 2012 6:35 am

After you estimate an equation, the B-G test is built-in under the View menu. You may also want to look up the AR command if you're trying to fix serial correlation.

Champion1
Posts: 1
Joined: Wed Apr 06, 2016 12:31 am

Re: correlation matrix

Postby Champion1 » Wed Apr 06, 2016 12:42 am

I have been trying to read through the EViews user guide with no luck.I'm trying to estimate the correlation matrix between a set of variables,????




== crossword puzzles ==
Last edited by Champion1 on Tue Apr 12, 2016 11:21 pm, edited 1 time in total.

startz
Non-normality and collinearity are NOT problems!
Posts: 3797
Joined: Wed Sep 17, 2008 2:25 pm

Re: correlation matrix

Postby startz » Wed Apr 06, 2016 6:18 am

I have been trying to read through the EViews user guide with no luck.I'm trying to estimate the correlation matrix between a set of variables,????


Ali
Open a group and choose View/Covariance analysis


Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 0 guests