%% Return Belsley Collinearity Diagnostics
% Compute collinearity diagnostics for multiple time series and return the singular values, condition indices, and variance-decomposition proportions.
% Load data of Canadian inflation and interest rates.

load Data_Canada

%
% Compute the Belsley collinearity diagnostics. Turn off the results display using the display option.

[sv,conIdx,varDecomp] = collintest(DataTable,'display',...
    'off');

% There is no display of the results.
%
% Display the contents of varDecomp.

varDecomp

% The output argument varDecomp is a matrix of the variance-decomposition proportions. sv is a vector of singular values in descending order, and condIdx is a vector of condition indices in ascending order.
% Copyright 2015 The MathWorks, Inc.