I want to see the correlation matrix for more than 100 variables. When I select all of them, open as group and show the correlation matrix the correlation is different than as if I only choose two variables. The values differ significantly which makes an analysis impossible. Am I missing out on something? I just selected the data for the regression, opened as group, then view and covariance analysis where i untick covariance and tick correlation and press ok. Alternatively, I select the data and then go to quick, group satistics and correlation.
How do I get the correct correlation matrix without doing it one by one?
Thanks for your help.
Correlation not accurate
Moderators: EViews Gareth, EViews Moderator
Re: Correlation not accurate
You are not doing anything wrong. It may be that the sample periods do not match between the variables. In that case, EViews balance the sample through listwise deletion.
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