BJ Data Tech Solution

Specialized on Data processing, Data management Implementation plan, Data Collection tools - electronic and paper base, Data cleaning specifications, Data extraction, Data transformation, Data load, Analytical Datasets, and Data analysis. BJ Data Tech Solutions teaches on design and developing Electronic Data Collection Tools using CSPro, and STATA commands for data manipulation. Setting up Data Management systems using modern data technologies such as Relational Databases, C#, PHP and Android.

Correlation matrix of the VAR model standard errors
Correlation matrix of the VAR model standard errors

Dear Stata users,
I am wondering how I can get the correlation matrix of my VAR model standard errors. I am using VAR(1) and got the covariance matrix of std.err. using matlist e(Sigma) command. Is there any way to transform this matrix into corr/std matrix?
I would much appreciate your help!

BJ Data Tech Solution

Home / Data Cleaning / Data management / Data Processing / Correlation matrix of the VAR model standard errors
Correlation matrix of the VAR model standard errors

0 Response to Correlation matrix of the VAR model standard errors

Post a Comment

Home / Data Cleaning / Data management / Data Processing / Correlation matrix of the VAR model standard errors Correlation matrix of the VAR model standard errors

Related Posts with Correlation matrix of the VAR model standard errors

0 Response to Correlation matrix of the VAR model standard errors