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Bharath Rajamani Bharath Rajamani is offline
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Default Application.WorksheetFunction.Correl


Err.Number=1004 occurs at the Application.WorksheetFunction.Correl function
call. Why? Please refer my macro code snippet below:


For intCtr1 = 1 To intFOcount
For intCtr2 = 1 To intFOcount
Set rngRange1 = Range(wshOut3.Cells(2, intCtr1 + 1).Address(),
wshOut3.Cells(intNumdays + 1, intCtr1).Address())
Set rngRange2 = Range(wshOut3.Cells(2, intCtr2 + 1).Address(),
wshOut3.Cells(intNumdays + 1, intCtr2).Address())
'this statement below throws Err 1004, why?
dblCorrel = Application.WorksheetFunction.Correl(rngRange1, rngRange2)
wshOut2.Cells(intCtr1 + 1, intCtr2 + 1) = dblCorrel
Next intCtr2
Next intCtr1

'Objective: To find the correlation of two futures contracts, given their
closing price.
'Description of variables:
'intFOcount: The total number of (futures) contracts (scrip names)
'wshOut3: Of type worksheet is Sheet3 of the output file wherein the closing
price is written in vertical columns using another macro
'intNumdays: Total number of days for which I extract the closing price of
each contract
'intCtr1, intCtr2: Loop variables
'dblCorrel: wish to store the correlation (rho) value in this variable



TIA!!


Regards,
BR


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