[Gretl-users] Spearman Rank correlation

[Allin Cottrell]

On Wed, 25 Jul 2007, Angelo Secchi wrote:

> I've noticed a strange behaviour of GRETL with Rank Correlation. I
> tried to get the value of the Spearman \rho with two series of about
> 15000 obs and I got \rho=-2038.292267 (???).

Oops, that doesn't sound good.  I'll take a look at the issue and 
report back.

-- 
Allin Cottrell
Department of Economics
Wake Forest University, NC