www.gusucode.com > econ 案例源码程序 matlab代码 > econ/ConductRightTailedCorrelationTestsExample.m
%% Conduct Right-Tailed Correlation Tests % Test for correlations greater than zero between multiple time series. % Copyright 2015 The MathWorks, Inc. %% % Load data on Canadian inflation and interest rates. load Data_Canada %% % Return the pairwise Pearson's correlations and corresponding p-values % for testing the null hypothesis of no correlation against the right-tailed % alternative that the correlations are greater than zero. [R,PValue] = corrplot(DataTable,'tail','right'); PValue %% % The output |PValue| has pairwise p-values all less than the default 0.05 % significance level, indicating that all pairs of variables have correlation % significantly greater than zero.