Computes the correlation between two vectors, or between the columns of a matrix.
Syntax: @cor(x, y)
x: vector, rowvector, or series
y: vector, rowvector, or series
Return: scalar
Syntax: @cor(m)
m: matrix object or group
Return: sym
For series and group calculations, EViews will use the current workfile sample.
Examples
If used with two vector or series objects, @cor returns the correlation between the two vectors or series.
scalar sc1 = @cor(v1, v2)
If used with a matrix object or group, @cor calculates the correlation matrix between the columns of the matrix object or the series in the group object.
sym s1 = @cor(mat1)
Cross-references
See also
@cov,
@covp, and
@covs.