On Mon, 1 Mar 2010, Artur T. wrote:
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
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.
The corrgm _command_ works on only one variable. The corrgm
_function_ (see /Help/Function reference) is what will do the job