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Covariance Matrix from table

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Aakash Iyer
Aakash Iyer il 12 Apr 2019
Risposto: Abhishek Singh il 15 Apr 2019
Hi,
I have the following table with me
SPY GOVT EEMV CME BR CBOE ACN ICE
0.034 0.000 0.038 0.179 -0.009 0.077 0.019 0.203
0.027 -0.008 -0.005 0.042 -0.011 0.019 0.081 -0.017
I wanted to generate a Covariance matrix for the above stock price returns
  1 Commento
Aakash Iyer
Aakash Iyer il 12 Apr 2019
The above table is a sample of a big table with hundreds of rows

Accedi per commentare.

Risposte (1)

Abhishek Singh
Abhishek Singh il 15 Apr 2019
You should be using cov function, Are you getting some error?

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