correlation with different sample range
Posted: Wed Dec 19, 2012 11:18 am
Hello,
I am new to Eviews. (using 7). I have two series (x and y) with sample range 1990m1 to 1991m12. I want to find the highest correlation between two series by keeping y fixed with range of 1991m1 to 1991m12 and moving series x 1 month back: range 1990m12 to 1991m11, and so on untill 12 months back. My question is how can set these separate ranges for each series? thanks
I am new to Eviews. (using 7). I have two series (x and y) with sample range 1990m1 to 1991m12. I want to find the highest correlation between two series by keeping y fixed with range of 1991m1 to 1991m12 and moving series x 1 month back: range 1990m12 to 1991m11, and so on untill 12 months back. My question is how can set these separate ranges for each series? thanks