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How can i solve too high multicollinearity in my shazam variables?

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!

How can i solve too high multicollinearity in my shazam variables?

Hi,

When running my dataset in shazam i get high multicollinearity:

LBOLIGER   1.0000

1.0000 SYSS 0.91942 1.0000

1.0000 KPI 0.97884 0.92965 1.0000

1.0000 KONHU 0.97322 0.94238 0.97966 1.0000

1.0000 BNP 0.97794 0.94307 0.97368 0.98182 1.0000

1.0000 STYRS -0.68555 -0.53490 -0.71437 -0.69721 -0.65859 1.0000

-0.65859 1.0000 UTLR -0.64414 -0.43291 -0.63003 -0.62635 -0.59298 -0.59298 0.95802 1.0000 1.0000 LBOLIGER SYSS KPI KONHU BNP BNP STYRS UTLR

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!

How can i solve too high multicollinearity in my shazam variables?

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!