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Correlation matrix

  1. #1
    Peppino
    Guest

    Correlation matrix

    I'm using Microsoft Excel 2000 and I'm facing a peculiar problem, which I do
    not think was in the 1997 version. I'm trying to calculate and build
    correlation matrix for an array of data, and I can do it by using the Data
    Analysis tool pack. But the excel 2000 version populates only half of the
    table (I understand the logic because correlation between two ranges of data
    is independent of the order in which the ranges are processed. Cells in the
    output table with matching row and column coordinates contain the value 1
    because each data set correlates exactly with itself). there use to be an
    option, if I remember correctly that one could specify to populate the entire
    table (the values just repeat, thus one can thus subject the matrix to
    multiplication etc). Can we populate the matrix fully as seen below? my
    memory says that there was an option in data analysis tool pack to do that!.
    Please help

    e.g.
    Stock1 Stock2 Stock3
    Stock1 1 0.6 0.4
    Stock2 0.6 1 0.7
    Stock3 0.4 0.7 1

    --
    lets make money

  2. #2
    Jerry W. Lewis
    Guest

    Re: Correlation matrix

    I see no option in to complete the matrix in Excel XP. Since the matrix
    is symmetric, it is straight-forward to complete it yourself.

    Jerry

    Peppino wrote:

    > I'm using Microsoft Excel 2000 and I'm facing a peculiar problem, which I do
    > not think was in the 1997 version. I'm trying to calculate and build
    > correlation matrix for an array of data, and I can do it by using the Data
    > Analysis tool pack. But the excel 2000 version populates only half of the
    > table (I understand the logic because correlation between two ranges of data
    > is independent of the order in which the ranges are processed. Cells in the
    > output table with matching row and column coordinates contain the value 1
    > because each data set correlates exactly with itself). there use to be an
    > option, if I remember correctly that one could specify to populate the entire
    > table (the values just repeat, thus one can thus subject the matrix to
    > multiplication etc). Can we populate the matrix fully as seen below? my
    > memory says that there was an option in data analysis tool pack to do that!.
    > Please help
    >
    > e.g.
    > Stock1 Stock2 Stock3
    > Stock1 1 0.6 0.4
    > Stock2 0.6 1 0.7
    > Stock3 0.4 0.7 1



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