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Dec 11th, 2019
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  1. Data;
  2. Inflation = Data(:,2);
  3. FFR = Data(:,3);
  4. GDP = Data(:,4);
  5. I = table2array(Inflation);
  6. F = table2array(FFR);
  7. G = table2array(GDP);
  8. B = 0;
  9. B2 = 0;
  10. B3 = 0;
  11.  
  12. Imean = mean(I)
  13. Fmean = mean(F)
  14. Gmean = mean(G)
  15. Istd = std(I)
  16. Fstd = std(F)
  17.  
  18. for i=1:51
  19. A =(I(i)-Imean)*(F(i)-Fmean);
  20. B =B+A;
  21. end
  22. CovIF=B/50
  23.  
  24. for i=1:51
  25. A2 =(I(i)-Imean)^2;
  26. B2 =B2+A2;
  27. end
  28. VarI=B2/50
  29.  
  30. for i=1:51
  31. A3 =(F(i)-Fmean)^2;
  32. B3 =B3+A3;
  33. end
  34. VarF=B3/50
  35.  
  36. CoeffIF=(CovIF)/(sqrt(VarI)*sqrt(VarF))
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