Re: [Gretl-users] cross-correlation output for several variables
Allin Cottrell schrieb:
On Sun, 28 Feb 2010, Artur T. wrote:
> I've got a suggestion for improving the cross-correlation output. At the
> moment it is only possible to get an output of the result for only two
> variables under consideration. Maybe it is worth to implement the
> possibility to set a variable x for which the cross-correlation with
> several other variables is computed...
>
The corrgm() function will do that.
Allin Cottrell
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Hello Allin, thanks for the reply.
I tried to follow your suggestion. According to the function reference
corrgm seems to be the correct command, but a failed to get it working
properly.
I set up a list (using denmark.gdt): "list A = LRM IBO"
Next, I gave the command: "corrgm A 2" which should print the ACF and
PACF for both variables; but I only get the result for LRM.
If I try to compute the cross-correlogram by "corrgm A 2 LRY" I get the
same results as before.
Cheers,
Artur