VAR analysis

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

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Bill
Posts: 1
Joined: Mon Jul 25, 2011 1:29 pm

VAR analysis

Postby Bill » Mon Jul 25, 2011 1:48 pm

hi

I've run a VAR model to find the correlation between two stock market returns. Now I need to find the standard deviation of this correlation coefficient, but how?
Any help would be much appreciated as I am new to this:)
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