Hi,
When running my dataset in shazam i get high multicollinearity:
LBOLIGER 1.0000
SYSS 0.91942 1.0000
KPI 0.97884 0.92965 1.0000
KONHU 0.97322 0.94238 0.97966 1.0000
BNP 0.97794 0.94307 0.97368 0.98182 1.0000
STYRS -0.68555 -0.53490 -0.71437 -0.69721 -0.65859 1.0000
UTLR -0.64414 -0.43291 -0.63003 -0.62635 -0.59298 0.95802 1.0000 LBOLIGER SYSS KPI KONHU BNP STYRS UTLR
I was told to transform my variables either using ratio transformation or first difference form. How do i do that in Shazam? Or do i first transform my data before doing the same analysis in Shazam?
Thank you!