NTMULTICOVARP
Returns mean vector and covariance matrix
Syntax
NTMULTICOVARP(
Data set,
Calc mean
)
Parameters
- Data set is a set of series of variables.
- Calc mean is a logical value that determines means of each variables are computed or not.
Remarks
Example
- The example may be easier to understand if you copy it to a blank worksheet
How to copy an example
-
Create a blank workbook or worksheet.
-
Select the example in the Help topic.
Note Do not select the row or column headers.
Selecting an example from Help
-
Press CTRL+C.
-
In the worksheet, select cell A1, and press CTRL+V.
-
To switch between viewing the results and viewing the formulas that return the results, press CTRL+` (grave accent), or on the Tools menu, point to Formula Auditing, and then click Formula Auditing Mode.
| A | B | C | D | |
|---|---|---|---|---|
| 1 | 1st.series | 2nd.series | 3rd.series | Description |
| 2 | 0.07 | 0.312 | 0.137 | |
| 3 | -0.05 | -0.271 | -0.077 | |
| 4 | -0.0123 | 0.312 | 0.0175 | |
| 5 | 0.0323 | -0.272 | 0.043 | |
| 6 | 0.205 | 0.307 | -0.0018 | |
| 7 | -0.185 | -0.267 | 0.062 | |
| 8 | -0.331 | -0.187 | 0.112 | |
| 9 | 0.351 | 0.227 | -0.051 | |
| 10 | 0.061 | -0.026 | -0.068 | |
| 11 | -0.041 | 0.066 | 0.128 | |
| 12 | Formula | Description (Result) | ||
| 13 | =NTMULTICOVARP(A2:C11,TRUE) | Mean vector (A13:C13) and covariance matrix (A14:C16) |
Note The formula in the example must be entered as an array formula. After copying the example to a blank worksheet, select the range A13:C16 starting with the formula cell. Press F2, and then press CTRL+SHIFT+ENTER.