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correlation matrix

Posted: Tue May 01, 2012 2:26 am
by mtv
Greetings!

I'm quite new to useing EViews and i got a couple og questions for basic usage. I have been trying to read through the EViews user guide with no luck.
I'm trying to estimate the correlation matrix between a set of variables, but i'm quite clueless how to do so.
I got an excel spreadsheet containing two tables.
Anual GDP growth in % and Anual growth in food consumption(%). Both in year (t) (See excel attachment)
add: trying to estimate the correlation matrix between Consume(t),consume(t-1),consume(t-2),GDP(t),GDP(t-1),GDP(t-2)

version: 7.1
Thanks

Re: correlation matrix

Posted: Tue May 01, 2012 6:27 am
by startz
Read the data into EViews. Then open a group window with the variables you want. Then choose View/Covariance analysis and tick correlation

Re: correlation matrix

Posted: Wed May 02, 2012 1:29 am
by mtv
Thanks!
but in order to estimate the correlation with -1/-2 observations , Would it be a correct apporach to create a new object -> group and enter "consume consume(-1) consume(-2) GDP GDP(-1) GDP(-2)"?



edit:
solved:I am also conducting a Breusch-Godfrey test
So far i have generated a new serie by equation "u_t=resid"

I'm then trying to estimate u_t useing the following equation:
u_t=A_1+A_2 consume_(t-1)+A_3 GDP+A_4 GDP_(t-1)+C_1 u_(t-1)+u_t

When estimating the equation do i simply enter: "u_t c consume(-1) GDP GDP(-1) u_t(-1)" ?

Hope this made any sense at all.

Re: correlation matrix

Posted: Wed May 02, 2012 6:35 am
by startz
After you estimate an equation, the B-G test is built-in under the View menu. You may also want to look up the AR command if you're trying to fix serial correlation.

Re: correlation matrix

Posted: Wed Apr 06, 2016 12:42 am
by Champion1
I have been trying to read through the EViews user guide with no luck.I'm trying to estimate the correlation matrix between a set of variables,????




== crossword puzzles ==

Re: correlation matrix

Posted: Wed Apr 06, 2016 6:18 am
by startz
I have been trying to read through the EViews user guide with no luck.I'm trying to estimate the correlation matrix between a set of variables,????


Ali
Open a group and choose View/Covariance analysis