The RATS Software Forum

Dear Tom, I do want to plot a cross-correlation matrix with size n x n. I know there is the command vcv, which only computes covariances. Is there command simular to vcv which computes a cross-correlation matrix ?

thanks in advance

Gilbril wrote:Dear Tom, I do want to plot a cross-correlation matrix with size n x n. I know there is the command vcv, which only computes covariances. Is there command simular to vcv which computes a cross-correlation matrix ?

thanks in advance

Use

vcv
# list of series
compute r=%cvtocorr(%sigma)

to get the correlation matrix corresponding to VCV.