Em 14 de janeiro de 2011 Olle Olsson <olssonolle(a)gmail.com> escreveu:
Is there a command available to retrieve the residual correlation matrix
> returned after performing a normality test (following a VAR estimation)?
>
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
Em 14 de janeiro de 2011 Olle Olsson <olssono...@gmail.com> escreveu:Is there a command available to retrieve the residual correlation matrix returned after performing a normality test (following a VAR estimation)?
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
