Reply
 
LinkBack Thread Tools Search this Thread Display Modes
  #1   Report Post  
Posted to microsoft.public.excel.programming
Sam Sam is offline
external usenet poster
 
Posts: 21
Default correlation matrix

i have monthly data from 50 funds ( monthly returns like 1% , -0.87 %
etc ) starting from jan 1990 until june 2003.

i want to create a correlation matrix using excel.
i m using the correl function.
but to create such a large 50 by 50 matrix , its getting real
complicated here using excel.

is there a simple way to do this ?
i v tried to use the data anlysis tool from excel , but its still
making me do this 50 times .
i want it to be flexible as next month i ll be adding data for july
2003
so i dont want to do ths whole thing 50 times again .

does anybody know how to write a macro which asks me
start date , end date and then calculates the whole correlation matrix
, which makes it flexible as i just enter the dates.
can someone pls help.

thanks in advance.
sam

email :
Reply
Thread Tools Search this Thread
Search this Thread:

Advanced Search
Display Modes

Posting Rules

Smilies are On
[IMG] code is On
HTML code is Off
Trackbacks are On
Pingbacks are On
Refbacks are On


Similar Threads
Thread Thread Starter Forum Replies Last Post
Correlation Matrix AsifA New Users to Excel 0 July 22nd 10 11:17 AM
Correlation matrix Chrissy Wissy[_2_] Excel Discussion (Misc queries) 7 July 11th 07 12:26 PM
triangular correlation matrix jude Excel Discussion (Misc queries) 2 October 2nd 06 04:59 PM
Correlation Matrix katie Excel Worksheet Functions 5 May 16th 06 07:21 PM
Correlation matrix Peppino Excel Worksheet Functions 1 March 10th 05 01:32 PM


All times are GMT +1. The time now is 11:43 AM.

Powered by vBulletin® Copyright ©2000 - 2024, Jelsoft Enterprises Ltd.
Copyright ©2004-2024 ExcelBanter.
The comments are property of their posters.
 

About Us

"It's about Microsoft Excel"