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