Dear Clarodina,

I think this code can help you:

<start>
open australia.gdt

smpl 1 20

matrix correlations = zeros($nobs,1)

loop i=1..20
smpl +1 +1
correlations[$i,1] = corr(PAU,PUS)
endloop

print correlations
gnuplot 1 {set title "Correlations between PAU and PUS"\
font "Arial,12"; set style line 1 lc rgb "#0073FF" lw 4;\
set ylabel "(correlation coefficient)";} --with-lines --time-series \
--output=display --matrix=correlations
<end>

Please try it and tell us if it solved your problem :-)

Um abraço,
Henrique Andrade