Hi,
I am trying to do a long-run correlation analysis using a code written by someone else. But I get the above-mentioned error. Below is a portion of the code:
--------------------------------------------------------------------
dat1=packr(year~rate1~rate2);
n1=rows(dat1);
year1=dat1[1,1];
year2=dat1[n1,1];
dat1=dat1[.,2 3];
{omega1,rho1,band1}=hirukawa_hac(dat1);
--------------------------------------------------------------------
I am still getting used to gauss. I suspect that I need a program "hirukawa_hac", which wasn't part of the zipped folder of the code, but I am unsure how to proceed. I will greatly appreciate your input.
Regards,
Nick
