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

load Data_Canada

%
% Plot the Belsley collinearity diagnostics using the plot option.

collintest(DataTable,'plot','on')

% The plot corresponds to the values in the last row of variance-decomposition proportions, which is the only one with a condition index larger than the default tolerance, 30. The last three variables in this row have variance-decomposition proportions exceeding the default tolerance, 0.5, indicated by red markers in the plot.
% Copyright 2015 The MathWorks, Inc.