eViews 6: Kendall tau-b

[cfbiehl]

Hello all,

I was wondering how I can code 'Kendall tau-b' in eViews 6.

Another post had asked a similar question, but unfortunately didn't get any replies.

Any help would be greatly appreciated!

Best,
Chris

[EViews Gareth]

Could you be more specific?

[cfbiehl]

Sorry of course:

I would like to run a Kendall tau-b test between two data series.
However, I cannot find the command for this test anywhere in the eviews handbooks.

In the interface it is possible to run the test I just don't know how to call on it through coding.

[EViews Gareth]

How are you doing it via the interface?

[cfbiehl]

In the interface (eViews 6) I select the two data series, then open them as group, then View, Covariance analysis, then change method to Kendall's tau, tick tau-b and ok.

Now I would like to do the same through programming.

Thank you,
Chris

[EViews Gareth]

Code: Select all

group mygroup myseries1 myseries2 show mygroup.cov taub

[cfbiehl]

Great, thank you!

[cfbiehl]

As a brief follow up questions:
How can I draw on the results of the test, i.e. in the same way I can retrieve the coefficient of a ls regression by using @coefs(regression)?

In the end I would like to create a matrix with the test statistic of a large number of data series, i.e.

S1 S2 S3
S1 1 0.2 0.1
S2 0.2 1 0.3
S3 0.1 0.3 1


Also I do not want to just save the 'show' output as I would like to run this in a loop to test a large number of series.

Thank you for your help so far. Any tips regarding this would be great!

[EViews Gareth]

http://forums.eviews.com/viewtopic.php?f=5&t=18

[cfbiehl]

Thank you Gareth that does exactly what I wanted!