how to generate correlation matrix with panel data?

4 次查看(过去 30 天)
Hello,
I have an excel data similar to:
year company Ratio1 Ratio2 Ratio3 ...
1 x a b c
2 x d e f
1 y g h j
2 y t u p
1 z ...
2 z ...
and I want to generate a correlation matrix between the ratios. But I dont know how to do it with the my dataset.
I would be glad if you can help me about this.
thank you for your answers in advance,

回答(1 个)

KALYAN ACHARJYA
KALYAN ACHARJYA 2019-10-31
编辑:KALYAN ACHARJYA 2019-10-31
  • Read the excel file
  • Read the columns as column vectors, say col1,col2 etc
  • Here, next
result=corrcoef(col1); % so on
If pairwise
result=corrcoef(col1,col2);
More detail here
  3 个评论
KALYAN ACHARJYA
KALYAN ACHARJYA 2019-10-31
I have no idea about the datasets, but you apply apply the same in section of the column vector right? .
e.a.
e.a. 2019-10-31
I couldnot understand your question but in one column I enter the datas(ratios) for the time period of 2014-2019 for 3 companies.

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