EViews.com

Hello,
I know how to get the correlation matrix for the dependent and independent variables using menu driven commands. But I would like to get a correlation matrix that includes the lags of all the variables (up to as many lags as I want). I can manually type in the lagged variables but is there a pre-set command in Eviews where I can quickly specify the number of lags for which I want this done? I want something like this (see below). The example is for only up to 2 lags, but I want up to 10 lags.

Oh and my company is still using Eviews 7.1

y y(-1) y(-2) x1 x2 x1(-1) x1(-2) x2(-1) x2(-2)
y 1
y(-1) 1
y(-2) 1
x1 1
x2 1
x1(-1) 1
x1(-2) 1
x2(-1) 1
x2(-2) 1

Thanks,
Umair

You can create a group with lagged variables using the to syntax: You can then use that group to do correlation analysis etc...