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Cross Correlation Table

Posted: Tue Sep 22, 2009 3:12 pm
by tchaithonov
Hey Everyone,

I am trying to get the lagged correlations out from the cross correlation results but I found out that I couldn't freeze it (from code). I did the following:
freeze(tab1) cross(12) var1 var2
and of course it complains that cross is not defined in freeze. Any ideas what I should do? Thanks.

Tchaithonov

Re: Cross Correlation Table

Posted: Tue Sep 22, 2009 3:14 pm
by EViews Gareth

Code: Select all

group g var1 var2 freeze(tab1) g.cross(12)

Re: Cross Correlation Table

Posted: Wed Sep 23, 2009 8:58 am
by tchaithonov
Thanks Gareth. So, now I want only the values in the lagged column (should be starting from cell D8), how should I get it and somehow copy it to a new/existing table object? I know I read something about it in the forum but I just couldn't find it. Thanks.

Tchaithonov

Re: Cross Correlation Table

Posted: Wed Sep 23, 2009 8:59 am
by EViews Gareth
You'll have to extract each cell one at a time (unless you're using the EViews 7 beta!).

Re: Cross Correlation Table

Posted: Wed Sep 23, 2009 11:03 am
by tchaithonov
are you referring to copyrange? Okay, let me try that out then. Thanks!