+ Reply to Thread
Results 1 to 5 of 5

Correlation matrix between series of different lengths

  1. #1
    Registered User
    Join Date
    03-14-2016
    Location
    Belgium
    MS-Off Ver
    2010
    Posts
    21

    Correlation matrix between series of different lengths

    Hey guys!

    You'll find attached a sample of what I'm trying to do.

    Basically, I have multiple series of different lengths and I need a correlation matrix.

    It's kind of hard to explain so please take a look at the sample.


    Any help will be greatly appreciated!!

    Attached Files Attached Files
    Last edited by VictorOnline; 06-28-2016 at 09:28 AM. Reason: solved

  2. #2
    Forum Expert
    Join Date
    11-28-2012
    Location
    Guatemala
    MS-Off Ver
    Excel 2010
    Posts
    2,394

    Re: Correlation matrix between series of different lengths

    Use the =correl() function after all errors have been handled. I exchanged all errors with zeros by using the =iferror()
    Attached Files Attached Files

  3. #3
    Registered User
    Join Date
    03-14-2016
    Location
    Belgium
    MS-Off Ver
    2010
    Posts
    21

    Re: Correlation matrix between series of different lengths

    Thanks for your insight but I'm afraid this solution is erroneous.

    The new zeros will be taken into account for the calculation of the correlation when really they should. In the file you sent back to me we can see that the correlation between series 1 and 2 with your method is 0.4 when the true correlation (array 1 being B4:153 and array 2 being C4:C153) is 0.64. Quite the difference !

    Thanks for the effort however! :D

  4. #4
    Registered User
    Join Date
    06-15-2016
    Location
    here, there
    MS-Off Ver
    2010
    Posts
    59

    Re: Correlation matrix between series of different lengths

    Try exchanging the 0 in the =iferror() to "". This seems to work.

  5. #5
    Registered User
    Join Date
    03-14-2016
    Location
    Belgium
    MS-Off Ver
    2010
    Posts
    21

    Re: Correlation matrix between series of different lengths

    Oh yeah that simple fix does seem to work! Fantastic! You just saved me over 1 hour of tedious work

+ Reply to Thread

Thread Information

Users Browsing this Thread

There are currently 1 users browsing this thread. (0 members and 1 guests)

Similar Threads

  1. Correlation Matrix
    By watermasa in forum Excel General
    Replies: 0
    Last Post: 01-09-2014, 01:31 PM
  2. Correlation Matrix
    By jbergin200 in forum Excel General
    Replies: 1
    Last Post: 09-29-2011, 07:02 AM
  3. need help with correlation matrix .......
    By tijuemson in forum Excel General
    Replies: 1
    Last Post: 05-01-2011, 07:24 AM
  4. Correlation Matrix:XOM,
    By sajeel in forum Excel General
    Replies: 1
    Last Post: 06-10-2009, 02:02 PM
  5. Matrix correlation
    By excelboyz in forum Excel Formulas & Functions
    Replies: 0
    Last Post: 09-03-2007, 06:21 AM
  6. correlation matrix
    By refreshplease3 in forum Excel General
    Replies: 2
    Last Post: 11-12-2006, 02:03 AM
  7. Correlation Matrix
    By katie in forum Excel Formulas & Functions
    Replies: 5
    Last Post: 05-16-2006, 02:25 PM
  8. [SOLVED] Correlation matrix
    By Peppino in forum Excel Formulas & Functions
    Replies: 1
    Last Post: 03-10-2005, 10:06 AM

Bookmarks

Posting Permissions

  • You may not post new threads
  • You may not post replies
  • You may not post attachments
  • You may not edit your posts

Search Engine Friendly URLs by vBSEO 3.6.0 RC 1