Covariance (Conditional on series)
Posted: Wed Jan 02, 2013 9:07 am
Hello,
I am using EViews 7.2, build Dec 2012.
If I open a group symbol I can run a covariance analysis (Menu: View/Covariance Analysis). In the appearing dialog window I can condition the covariance analysis on a other series or group (upper right box).
Now I want to create such an analysis via commands in the command window. Using the command @cov(...) does not allow me to put in a condition. Can you give me a hint how to proceed?
Thank you.
Marco
I am using EViews 7.2, build Dec 2012.
If I open a group symbol I can run a covariance analysis (Menu: View/Covariance Analysis). In the appearing dialog window I can condition the covariance analysis on a other series or group (upper right box).
Now I want to create such an analysis via commands in the command window. Using the command @cov(...) does not allow me to put in a condition. Can you give me a hint how to proceed?
Thank you.
Marco