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Problem with COVARIANCE option in Data Analysis

  1. #1
    Forum Contributor
    Join Date
    02-08-2005
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    Microsoft 365
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    773

    Problem with COVARIANCE option in Data Analysis

    Hi,

    I am using Excel's Covariance option from the Data Analysis tools to produce a covariance matrix for a number of variables. I've noticed that the resulting matrix shows only one covariance per pair of variables, and leaves blank the cell at the other intersection of the variables. However, I would like the covariance to appear in both cells for each pair.

    Is it possible to amend this?

    Thanks!

  2. #2
    Registered User
    Join Date
    10-19-2008
    Location
    Italy
    Posts
    4

    Analysis Data (Covariance)

    Hello,

    Remember that cov(x;y) is equal to cov(y;x).
    What Analysis Data (Covariance) reports is a table with (example of 3 variables x;y;z) :

    --------x------y------z
    x cov(x;x)
    y cov(x;y) cov(y;y)
    z cov(x;z) Cov(y;z) Cov(z;z)


    (You can get the same result using the function =COVAR(var1;var2) for each pair of matrix)


    Then the first empty cell should have Cov(y;x) that as been reported as Cov(x;y).

    If you wish no to see empty cells you have to force their contents with excel equality “function” after Analysis Data has been created.

    Regards,

    Emilio Caliandro
    Last edited by Emilio6s; 10-24-2008 at 11:17 AM.

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