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Spatial Filtering with EViews and MATLAB

Ferstl, Robert


This article summarizes the ideas behind a few programs we developed for spatial data analysis in EViews and MATLAB. They allow the user to check for spatial autocorrelation using Moran’s I and provide a spatial filtering procedure based on the Gi statistic by Getis and Ord (1992). We have also implemented graphical tools like Moran Scatterplots for the detection of outliers or local spatial clusters.

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