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joel joel is offline
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Default counting elements of two arrays

What math function(s) are you using to get your correlation. How many bit
accuracy are you look at.

"Geoff" wrote:

Hello

I have two arrays that contain data that I am using for correlations.
The two arrays are dynamic (part of a larer data set) Each array will
ahve a different number of missing values. The two arrays are a time
series, the position in the array is related to specific time stamp. I
need to be able to count the number of times there is a value in both
arrays for each timestamp and report that value. This will help in
determining the validity of the correlations.

The data set is a workbook with 20 sheets each contianing 200 columns
and 8700 rows. The data is arranged in columns for variables and the
rows represent an individual timestamp.

I am currently selecting one column from the workbook and then looping
through the workbook to find columns that have significant
correlations.

The problem is that I am getting high correlations because excel does
a pairwise deletion and so if there are two values that are common and
both change positively then I get a high correlation but the value of
the correlation in interpreting the data is a waste. as most the
values are being ignored because they are not common.

I am stuck at how to start the process. Coudl some one please suggest
a place to start.

Kind regards
Geoff