Covariance Matrix from table

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 Kommentar

Aakash Iyer
Aakash Iyer am 12 Apr. 2019
The above table is a sample of a big table with hundreds of rows

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Antworten (1)

Abhishek Singh
Abhishek Singh am 15 Apr. 2019

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You should be using cov function, Are you getting some error?

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Gefragt:

am 12 Apr. 2019

Beantwortet:

am 15 Apr. 2019

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