%% Display Belsley Collinearity Diagnostics
% Display collinearity diagnostics for multiple time series.
% Load data of Canadian inflation and interest rates.

load Data_Canada

%
% Display the Belsley collinearity diagnostics, using all default options.

collintest(DataTable)

% Only the last row in the display has a condition index larger than the default tolerance, 30. In this row, the last three variables (in the last three columns) have variance-decomposition proportions exceeding the default tolerance, 0.5. This suggests that the variables INT_S, INT_M, and INT_L exhibit multicollinearity.
% Copyright 2015 The MathWorks, Inc.