Problem with COVARIANCE option in Data Analysis
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?
Analysis Data (Covariance)
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) :
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.
Last edited by Emilio6s; 10-24-2008 at 11:17 AM.
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