Date:         Tue, 2 Jul 2002 10:23:58 -0400
Reply-To:     jimmy chan <jimmy.chan@HEC.CA>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         jimmy chan <jimmy.chan@HEC.CA>
Subject:      covariance...
Content-Type: text/plain; charset=us-ascii

Hello,

(For Mr. McLerran: this question is nothing about the previous
questions, but yes, I have to work with the same database)

I want to calculate the covariance between two variables (like return
and lag(return)), is there a procedure in SAS for calculating it ? (And
I don't need any other statistics, even serial correlation). For
example, in Excel, I can do this : covar(A1:A30,B1:B30), how to do it
in SAS ?

Thanks a lot !