Re: [Gretl-users] Spearman Rank correlation
On Wed, 25 Jul 2007, Angelo Secchi wrote:
I've noticed a strange behaviour of GRETL with Rank Correlation.
I
tried to get the value of the Spearman \rho with two series of about
15000 obs and I got \rho=-2038.292267 (???).
Oops, that doesn't sound good. I'll take a look at the issue and
report back.
--
Allin Cottrell
Department of Economics
Wake Forest University, NC