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@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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