Hello,
I am using xcorr command as follows:
I see in literature they found the p value for the correlation. in help i found that the p values will be stored in system macros S_2 . How to get values stored in this marco
I am using xcorr command as follows:
Code:
. xcorr covidjordan normlized, table
-1 0 1
LAG CORR [Cross-correlation]
------------------------------------
-20 -0.0834 |
-19 -0.1201 |
-18 -0.1443 -|
-17 -0.1895 -|
-16 -0.2296 -|
-15 -0.2660 --|
-14 -0.3057 --|
-13 -0.3279 --|
-12 -0.3575 --|
-11 -0.3807 ---|
-10 -0.3946 ---|
-9 -0.4995 ---|
-8 -0.5176 ----|
-7 -0.5707 ----|
-6 -0.5311 ----|
-5 -0.5902 ----|
-4 -0.5939 ----|
-3 -0.6404 -----|
-2 -0.6743 -----|
-1 -0.6346 -----|
0 -0.6524 -----|
1 -0.6207 ----|
2 -0.6019 ----|
3 -0.5659 ----|
4 -0.5310 ----|
5 -0.5145 ----|
6 -0.4767 ---|
7 -0.4398 ---|
8 -0.4147 ---|
9 -0.4051 ---|
10 -0.3579 --|
11 -0.3070 --|
12 -0.2787 --|
13 -0.2415 -|
14 -0.2056 -|
15 -0.1914 -|
16 -0.1468 -|
17 -0.1344 -|
18 -0.0991 |
19 -0.0770 |
20 -0.0421 |
I see in literature they found the p value for the correlation. in help i found that the p values will be stored in system macros S_2 . How to get values stored in this marco
