Wilcoxon rank sum test

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Emily89
Posts: 8
Joined: Mon Jun 17, 2013 8:36 am

Wilcoxon rank sum test

Postby Emily89 » Fri Aug 23, 2013 12:49 pm

Now I am carrying the Wilcoxon rank sum test to find out whether the correlation of two series is diential in two periods. I read some answer in the forum but still not sure how to test the equility of correlation in two periods. For example, 1990-2000 and 2001-2010. :D
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EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: Wilcoxon rank sum test

Postby EViews Glenn » Fri Aug 23, 2013 2:27 pm

Not sure about the correlation part, but to do a Wilcoxon test, create a dummy for the two periods, and use the View/Descriptive Statistics/Equality Tests by Classification... on the series of interest, with the dummy as the classifier.
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