www.gusucode.com > econ 案例源码程序 matlab代码 > econ/PlotBelsleyCollinearityDiagnosticsExample.m
%% Plot Belsley Collinearity Diagnostics % Plot collinearity diagnostics for multiple time series. % Copyright 2015 The MathWorks, Inc. %% % Load data of Canadian inflation and interest rates. load Data_Canada %% % Plot the Belsley collinearity diagnostics using the |plot| option. collintest(DataTable,'plot','on') %% % The plot corresponds to the values in the last row of variance-decomposition % proportions, which is the only one with a condition index larger than % the default tolerance, 30. The last three variables in this row have variance-decomposition % proportions exceeding the default tolerance, 0.5, indicated by red markers % in the plot.