Em 14 de janeiro de 2011 Olle Olsson <olssonolle(a)gmail.com&gt; escreveu: Is there a command available to retrieve the residual correlation matrix Dear Olle, I don't know if there is a command for this, but you can use a small script: open australia.gdt var 4 lpus le lpau loop i=1..3 series uhat$i = $uhat[,$i]) endloop YourMatrix <- corr uhat1 uhat2 uhat3 Best, -- *Henrique C. de Andrade* Doutorando em Economia Aplicada Universidade Federal do Rio Grande do Sul www.ufrgs.br/ppge