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Hi, Sorry for this simple question as I am new to Eviews. I have a panel workfile with cross section id as country and time series id as year. I have 10 countries.There are three variables X, Y, Z. How can I get a correlation matrix of X Y and Z for each country (that is, 10 triangular 3X3 matrices of correlations). Thanks.

You'll have to knock up a program:

Thanks Gareth. This generates 10 matrix objects -- is it possible to generate just one object with all the 10 matrices?

You'd have to create them and then merge them into one object (matrix, spool or table).

Thanks! I created a bigger matrix "corrall" and hope to hold all the individual matrices. But the following does not seem to work "Syntax error in matplace(corrall, g.cor, 1,1). I guess I cannot put g.cor in the matplace function?

group g x y z
matrix(9,3) corrall
!row=1
for !i=1 to 3
smpl if @crossid=!i
matplace(corrall, g.cor, !row,1)
!row=!row+3
next

No, you'll have to use g.cor separately (with the out= option) to make the matrices, then put them inside the bigger one.

Another attempt failed... message "Submatrix extracted from non matrix/vector in matplace(corrall,cross!iCORR,!row,1)". Any hint what's wrong again?

group g x y z
matrix(9,3) corrall
!row=1
for !i=1 to 3
smpl if @crossid=!i
g.cor(out=cross!i)
matplace(corrall,cross!iCORR,!row,1)
!row=!row+3
next

Thanks a lot. Problem solved!