converting correlation output to matrix

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vogelh
Posts: 35
Joined: Mon May 21, 2012 2:27 pm

converting correlation output to matrix

Postby vogelh » Thu Oct 22, 2020 10:02 pm

On ver 9.5,

correlating 2 series with cor ser01 ser02

correlations appear in matrix on diagonal

freeze command produces table

what sequence of command is needed extract correlations from cor ser01 ser02 and/or freeze and then extract from the table produced. Would like extracted number to be either a scalar or to go into another matrix.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13600
Joined: Tue Sep 16, 2008 5:38 pm

Re: converting correlation output to matrix

Postby EViews Gareth » Fri Oct 23, 2020 7:24 am

Code: Select all

scalar mycor = @cor(ser1,ser2)


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