The correlation report includes rectangular sum-of-squares and crossproducts, covariances, and the correlation matrix using the two WITH variables and two VAR variables. The descriptive statistics do ...
This example defines modules to compute correlation coefficients between numeric variables and standardized values for a set of data. /* Module to compute correlations */ start corr; n=nrow(x); /* ...
Harry Markowitz famously quipped that diversification is the only free lunch in investing. What he did not say is that this is only true if correlations are known and stable over time. Markowitz’s ...
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