EViews Help: pancov

By default, EViews will compute the contemporaneous (between cross-section) covariances, correlations and related statistics for the panel series. You may use the “period” option to instruct EViews to compute the between period (within cross-section) measures.

You may specify keywords from one of the four sets (Pearson correlation, Spearman rank correlation, Kendall’s tau, Uncentered Pearson) corresponding the computational method you wish to employ. (You may not select keywords from more than one set.)

cov	Product moment covariance.
corr	Product moment correlation.
sscp	Sums-of-squared cross-products.
stat	Test statistic (t-statistic) for evaluating whether the correlation is zero.
prob	Probability under the null for the test statistic.
cases	Number of cases.
obs	Number of observations.

rcov	Spearman’s rank covariance.
rcorr	Spearman’s rank correlation.
rsscp	Sums-of-squared cross-products.
rstat	Test statistic (t-statistic) for evaluating whether the correlation is zero.
rprob	Probability under the null for the test statistic.
cases	Number of cases.
obs	Number of observations.

taub	Kendall’s tau-b.
taua	Kendall’s tau-a.
taucd	Kendall’s concordances and discordances.
taustat	Kendall’s score statistic for evaluating whether the Kendall’s tau-b measure is zero.
tauprob	Probability under the null for the score statistic.
cases	Number of cases.
obs	Number of observations.

ucov	Product moment covariance.
ucorr	Product moment correlation.
usscp	Sums-of-squared cross-products.
ustat	Test statistic (t-statistic) for evaluating whether the correlation is zero.
uprob	Probability under the null for the test statistic.
cases	Number of cases.
obs	Number of observations.

period	Compute period (within cross-section) panel covariances and related statistics. The default is to compute contemporaneous (between cross-section) measures.
pairwise	Compute using pairwise deletion of observations with missing cases (pairwise samples).
df	Compute covariances with a degree-of-freedom correction for the mean (for centered specifications).
multi=arg (default=“none”)	Adjustment to p-values for multiple comparisons: none (“none”), Bonferroni (“bonferroni”), Dunn-Sidak (“dunn”).
outfmt=arg (default= “single”)	Output format: single table (“single”), multiple table (“mult”), list (“list”), spreadsheet (“sheet”). Note that “outfmt=sheet” is only applicable if you specify a single statistic keyword.
out=name	Basename for saving output. All results will be saved in Sym matrices named using keys (“COV”, “CORR”, “SSCP”, “TAUA”, “TAUB”, “CONC” (Kendall’s concurrences), “DISC” (Kendall’s discordances), “CASES”, “OBS”, “WGTS”) appended to the basename (e.g., the covariance specified by “out=my” is saved in the Sym matrix “MYCOV”).
prompt	Force the dialog to appear from within a program.
p	Print the result.