
SET MATRIX <CORRELATION/COVARIANCE> DIRECTIONName:
There may be situations in which you are interested in the rowwise correlations (which results in a nxn correlation matrix). This command allows you to specify which of these cases to compute.
This syntax is used to specify the column/row direction for subsequent correlation matrices.
This syntax is used to specify the column/row direction for subsequent covariance matrices.
SET MATRIX CORRELATION DIRECTION COLUMN SET MATRIX COVARIANCE DIRECTION ROW SET MATRIX COVARIANCE DIRECTION COLUMN
DIMENSION 100 COLUMNS READ MATRIX C 6.07 4.83 5.15 5.96 4.61 4.35 4.21 5.71 4.54 3.26 0.04 0.72 0.25 1.56 0.21 0.79 0.02 1.42 0.01 1.47 4.79 5.76 5.47 4.19 5.08 5.70 6.10 3.99 4.64 4.31 END OF DATA SET MATRIX CORRELATION DIRECTION ROW LET CORR = CORRELATION MATRIX C SET WRITE FORMAT 3F6.2 PRINT CORRThis results in the following output: 1.00 0.03 0.31 0.03 1.00 0.59 0.31 0.59 1.00
Date created: 12/12/2005 