Correlation Matrix for Pooled Data
Posted: Tue May 01, 2012 1:09 am
Hi all,
I have a problem in calculating correlation matrix between variables for pooled data, since I found Eviews only enabling correlation matrix calculation between cross-section identifiers (e.g. _USA, _UK, _CHINA), not the variables. I've tried to comb the internet for a solution but found no related answer. It seems that many empirical journals already did it, so I thought it must be possible to do.
Can anyone help me with this? since I also have no idea about programming. Your help will be very much appreciated.
Thanks in advance :)
Oh, by the way I use Eviews 6.
I have a problem in calculating correlation matrix between variables for pooled data, since I found Eviews only enabling correlation matrix calculation between cross-section identifiers (e.g. _USA, _UK, _CHINA), not the variables. I've tried to comb the internet for a solution but found no related answer. It seems that many empirical journals already did it, so I thought it must be possible to do.
Can anyone help me with this? since I also have no idea about programming. Your help will be very much appreciated.
Thanks in advance :)
Oh, by the way I use Eviews 6.