Hi all
This is probably down to my theoretical knowledge not being up to snuff, but since I'm trying to implement this in Excel I'm hoping someone where will be able to help me out.
I need to create an N x N covariance matrix from N columns of data. There are a large number of rows in the data (many more than N)
How can I take N columns of X rows of data and generate an N x N covariance matrix?
Thanks
Steve
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