still no success with the covariance matrix

S

Scott Dobbs

I am still trying to get excel to match up a covar
function with values from offset cells which, within
themselves, use named arrays of company returns. I must
change the arrays for each student and if I had to
completely recalculate the matrix by typing in the
formulae each time, it would take forever. I am simply
trying to get excel to understand that the value from the
top and side cells (from a covar function)should refer to
the arrays which the numbers within the cells or the
symbols represent. I have tried using numbers and symbols.
the student portfolios are listed like this:
s/n tu# 2,5,7,9,12,16,17,19,24,33 and I transpose them
into a matrix ten by ten (actually 11 by 11). I want to
put into the matrix within these numbers the formulae
which refers to the arrays coinciding with dataset2,
dataset5,dataset7,...dataset33, and, using the covar
function, have the matrixcalculate the covariance matrix
(actually only need one half, for each half are mirrors of
each other and the diagonals return the actual variance of
the dataset itself. I have the return arrays labelled
dataset# and also by the company symbol itself.
I am still trying to get it right.I have to generate 180
sets of answers for the class. :(
regards
Scott
 

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