Re: [Gretl-users] How to Save the Results from "corr" command?
Thank you very much.
It solved my problem.
Btw, is of your interest the development of a Dynamic Conditional
Correlation Package for GRETL?
Basically, it is a method to extract the conditional correlation between
heterokedastic time-series, based on the conditional variance calculated
using the standard GARCH procedures.
2016-06-08 8:42 GMT-03:00 Sven Schreiber <svetosch(a)gmx.net>:
Am 08.06.2016 um 13:24 schrieb Fernando Fernandes Neto:
> Hi there,
>
> I am building a "rolling" correlation between two series, using a loop
> and smpl command. Given that, I'd like to know how can I save the
> results of the "corr" command...
>
> Does anyone have any idea?
>
>
Use the corr() function instead of the corr command and capture its
(scalar) return value.
hth,
sven
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