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Correlation given a date range on separate worksheets

  1. #1
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    Excel 2010
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    Correlation given a date range on separate worksheets

    I'm having a problem either with the syntax of the formula or the the whole formula itself... I need a correlation of two percent-value columns on separate sheets, given a date range... :S

    =CORREL(IF(EURCHF!A:A, "<="&C1, EURCHF!A:A, ">="&A1, GBPUSD!A:A, "<="&C1, USDGBP!A:A, ">="&A1, "") GBPUSD!D:D,EURCHF!D:D))

    -The formula is in one sheet, and the columns to correlate are on two separate worksheets.
    -Cells A1 and C1 are the specified date ranges I need to filter by.
    -Range A:A contains date values
    -Range D:D contains percentage values (what I'm attempting to run a correlation on)
    (Yes, I'm also entering the array with C+S+E...)

    Help !

  2. #2
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    05-10-2012
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    Excel 2010
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    Re: Correlation given a date range on separate worksheets

    Attachment 155275

    Sample file attached... hope someone can provide some insight... !

    Thanks !!

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