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How 2 calculate a variance covariance matrix?

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2012-01-15 14:38:48
2012-01-15 14:38:48

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You need to use the variance and covariance functions in Excel 1. Calculate the covariance of the stock returns with respect to an index 2. Calculate the variance of the index 3. Divide the first number by the second. See the related link for a spreadsheet



See related link. You can use Excel, if you dataset is not too big. Generally, if I have a table of data, with n columns corresponding to n variables with N observations, I can calculate the covariance of columns a and b, using excel covar function, covar(range of first data values, range of second data values) To keep things organized, you may want to name the ranges of your columns and use them as the arguments in the covar.


[N*(N-1)]/2 N=1700 (1700*1699)/2 = 1,444,150 Covariance


This years' sales plus last years' sales divided by 2


Variance = sigma((value - mean)2) / (# values - 1) Mean = (0+1+1+2)/4 = 1 Variance = ((0-1)2+(1-1)2+(1-1)2+(2-1)2)/(4-1) Variance = (1+0+0+1)/3 Variance = 2/3 Variance ~ 0.667


The variance of 2 3 5 12 = 20.3333


var(X) = (xm/a - 1)2 a/a-2 . If a < or equal to 2, the variance does not exist.


The variance for 3 5 12 3 2 is: 16.5



There are 7 variances associated with a budget ( which are generally calculated for controlling purposes) 1- Material Price variance 2- Material Quantity variance 3- Labor rate variance 4- Labor efficiency variance 5- Spending variance 6- Efficiency variance 7- Capacity variance



A single number cannot have a variance.A single number cannot have a variance.A single number cannot have a variance.A single number cannot have a variance.


Variance is std dev squared. Therefore, if std dev = 12.4, variance = 12.4^2 = 153.76.


The variance of 2 6 1 4 2 2 4 3 2 = 2.3611


1. Standard deviation is not a measure of variance: it is the square root of the variance.2. The answer depends on better than WHAT!


a squar matrix A is called involutary matrix. if A^2=I


1. The Matrix 2. The Matrix Reloaded 3. The Matrix Revolutions




Variance is the squared deviation from the mean. (X bar - X data)^2


Yes it is possible. The resulting matrix would be of the 2x3 order.



Average = (0+0+1+2+3)/5 = 1.2 Variance = 1/N * SUM (x-E(x))2 = 1/5 * 6.8 = 1.36 Answer: Variance = 1.36


3 parts; Matrix 1, Matrix 2: Reloaded, Matrix 3:Revolutions



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