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...

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. 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.