搜搜考试网eviews中 pairwise sample 和common sample有什么区别
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eviews中 pairwise sample 和common sample有什么区别
I only found the English version answer~
Correlations,Covariances
Correlations and Covariances display the correlation and covariance matrices of the series
in the group.The Common Sample view drops observations for which any one of the
series has missing data in the current sample.The Pairwise Samples view computes each
of the second moments using all non-missing observations for the relevant series.Note
that Pairwise Samples returns entries that correspond to @cov(x,y) and @cor(x,y)
functions.For unbalanced samples,the Pairwise Samples method uses the maximum
number of observations,but may result in a non-positive definite matrix.
Correlations,Covariances
Correlations and Covariances display the correlation and covariance matrices of the series
in the group.The Common Sample view drops observations for which any one of the
series has missing data in the current sample.The Pairwise Samples view computes each
of the second moments using all non-missing observations for the relevant series.Note
that Pairwise Samples returns entries that correspond to @cov(x,y) and @cor(x,y)
functions.For unbalanced samples,the Pairwise Samples method uses the maximum
number of observations,but may result in a non-positive definite matrix.
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