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    %% 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.