Hi,
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 (???).
If I do the same with R(even launched inside GRETL) or Stata I get a
more reasonable 0.5715.
Am I missing something? How is the Spearman's \rho defined in Gretl?
Thanks,
Angelo
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Angelo Secchi PGP Key ID:EA280337
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Research Fellow Scuola Superiore S.Anna
Piazza Martiri della Liberta' 33, Pisa, 56127 Italy
ph.: +39050883365 fax: +39050883344
email: secchi(a)sssup.it
www.sssup.it/~secchi/
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