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VBA to loop correlation between two arrays in large data set

  1. #1
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    VBA to loop correlation between two arrays in large data set

    Hello!

    I have a quick request--probably pretty simple for you gurus out there:

    To explain:

    I have one very large vertical column with a lot of numbers.

    I have another set of numbers, lets say it is 10 rows.

    I would like a macro to go back through this long list of data and find areas with the largest amount of correlation to that other set of 10 rows of data.

    so if the large data set is 1-100, i'd like the macro to go back through 1-100 like--- check 1-9, print correlation, check 2-10, print correlation, check 3-11, print correlation

  2. #2
    Forum Expert shg's Avatar
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    Re: VBA to loop correlation between two arrays in large data set

    Ahort list in A1:A10, long list in B1:B100. In C1 and copy down to C91,

    =CORREL(A$1:A$10, B1:B10)
    Entia non sunt multiplicanda sine necessitate

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