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converting correlation output to matrix

Posted: Thu Oct 22, 2020 10:02 pm
by vogelh
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.

Re: converting correlation output to matrix

Posted: Fri Oct 23, 2020 7:24 am
by EViews Gareth

Code: Select all

scalar mycor = @cor(ser1,ser2)