VBA Correlation Calculation

[ajc5382]

Hi all,

I'm new to this forum so bear with me. I have a macro written thus far that automatically pulls dates into the first column, and then after a series of calculations, pulls two different sets of data into the second and third column.

What I need to do:

Write code to be able to calculate rolling correlations (so for instance, a rolling 30 day correlation from date x to date y)

[Peter.M]

Is the in-built correlation function not suitable?

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If you need that function in VBA it should work by preceding with 'WorksheetFunction.'

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[ajc5382]

I'm using that function, however, I need to be able to select a data range via a user form. So it may be over a 3 month stretch in 2008, or an entire year in 2010. The point is that it has to be flexible