Correlation Matrix using VBA

Discussion in 'Microsoft Excel Programming' started by Zoheb, Feb 16, 2009.

  1. Zoheb

    Zoheb Guest

    Hi

    I was wondering if anyone was able to provide some assistance to produce a
    correlation matrix code in VBA?

    Any help would be greatful

    Thanks
     
    Zoheb, Feb 16, 2009
    #1
    1. Advertisements

  2. Zoheb

    M1kehailu Guest

    Range? sheet? cell?

    "Zoheb" wrote:

    > Hi
    >
    > I was wondering if anyone was able to provide some assistance to produce a
    > correlation matrix code in VBA?
    >
    > Any help would be greatful
    >
    > Thanks
     
    M1kehailu, Feb 16, 2009
    #2
    1. Advertisements

  3. Zoheb -

    The Correlation tool of Excel's Analysis ToolPak provides this feature,
    i.e., all pairwise correlation coefficients for data sets with two or more
    variables. The results are equivalent to using the CORREL worksheet function
    on pairs of variables in a multivariate data set.

    Do you want to replicate that functionality, or do you want something that
    the Correlation tool doesn't provide?

    - Mike Middleton
    http://www.MikeMiddleton.com


    "Zoheb" <> wrote in message
    news:...
    > Hi
    >
    > I was wondering if anyone was able to provide some assistance to produce a
    > correlation matrix code in VBA?
    >
    > Any help would be greatful
    >
    > Thanks
     
    Mike Middleton, Feb 16, 2009
    #3
  4. Zoheb

    Zoheb Guest

    Mike -

    Thanks for the response

    I have 30 sets of data over a certain time period and want to produce a
    correlation matrix of it.

    I have used the Analysis ToolPak to calculate what the answers should be and
    I want to replicate this in VBA, preferably using loop functions.

    Thanks

    Zoheb

    "Mike Middleton" wrote:

    > Zoheb -
    >
    > The Correlation tool of Excel's Analysis ToolPak provides this feature,
    > i.e., all pairwise correlation coefficients for data sets with two or more
    > variables. The results are equivalent to using the CORREL worksheet function
    > on pairs of variables in a multivariate data set.
    >
    > Do you want to replicate that functionality, or do you want something that
    > the Correlation tool doesn't provide?
    >
    > - Mike Middleton
    > http://www.MikeMiddleton.com
    >
    >
    > "Zoheb" <> wrote in message
    > news:...
    > > Hi
    > >
    > > I was wondering if anyone was able to provide some assistance to produce a
    > > correlation matrix code in VBA?
    > >
    > > Any help would be greatful
    > >
    > > Thanks

    >
    >
    >
     
    Zoheb, Feb 16, 2009
    #4
  5. Zoheb -

    I'm working on other projects, and I'm not interested in writing VBA code to
    replicate the Analysis ToolPak.

    If you have thought about the exact specifications, like the specific input
    data and specific output, and if you have decided how general-purpose you
    want your code to be (variable number of columns, etc.), then if you post
    the code you have so far, it's likely that someone will help you.

    - Mike


    "Zoheb" <> wrote in message
    news:...
    > Mike -
    >
    > Thanks for the response
    >
    > I have 30 sets of data over a certain time period and want to produce a
    > correlation matrix of it.
    >
    > I have used the Analysis ToolPak to calculate what the answers should be
    > and
    > I want to replicate this in VBA, preferably using loop functions.
    >
    > Thanks
    >
    > Zoheb
    >
    > "Mike Middleton" wrote:
    >
    >> Zoheb -
    >>
    >> The Correlation tool of Excel's Analysis ToolPak provides this feature,
    >> i.e., all pairwise correlation coefficients for data sets with two or
    >> more
    >> variables. The results are equivalent to using the CORREL worksheet
    >> function
    >> on pairs of variables in a multivariate data set.
    >>
    >> Do you want to replicate that functionality, or do you want something
    >> that
    >> the Correlation tool doesn't provide?
    >>
    >> - Mike Middleton
    >> http://www.MikeMiddleton.com
    >>
    >>
    >> "Zoheb" <> wrote in message
    >> news:...
    >> > Hi
    >> >
    >> > I was wondering if anyone was able to provide some assistance to
    >> > produce a
    >> > correlation matrix code in VBA?
    >> >
    >> > Any help would be greatful
    >> >
    >> > Thanks

    >>
    >>
    >>
     
    Mike Middleton, Feb 17, 2009
    #5
    1. Advertisements

Want to reply to this thread or ask your own question?

It takes just 2 minutes to sign up (and it's free!). Just click the sign up button to choose a username and then you can ask your own questions on the forum.
Similar Threads
  1. Sam

    correlation matrix

    Sam, Jul 28, 2003, in forum: Microsoft Excel Programming
    Replies:
    0
    Views:
    441
  2. Sam

    correlation function in macro

    Sam, Jul 29, 2003, in forum: Microsoft Excel Programming
    Replies:
    0
    Views:
    244
  3. NEWBIE

    Correlation of Variables

    NEWBIE, May 8, 2004, in forum: Microsoft Excel Programming
    Replies:
    2
    Views:
    287
    Guest
    May 8, 2004
  4. Guest

    Excel - Access Correlation

    Guest, Apr 25, 2006, in forum: Microsoft Excel Programming
    Replies:
    0
    Views:
    181
    Guest
    Apr 25, 2006
  5. Excel_Novice

    using Excel's regression analysis to compare correlation of FX rat

    Excel_Novice, Mar 13, 2008, in forum: Microsoft Excel Programming
    Replies:
    0
    Views:
    398
    Excel_Novice
    Mar 13, 2008
Loading...

Share This Page