how to make a covarinace matrix using data from excel?

Hello!

I am new to MATLAB and need help with making a covariance matrix

I have data in the following format

Date A B C D E

11.02.2021 8,506 8,654 14,396 17,648 7,457

10.02.2021 8,394 8,678 14,263 17,799 7,481

I need to make a 5X5 matrix and store the value in a variable.

Please Help!!

Answer 1

[Bjorn Gustavsson]

Just use cov. From the help of the cov-function:

cov Covariance matrix.

cov(X), if X is a vector, returns the variance. For matrices, where

each row is an observation, and each column a variable, cov(X) is the

covariance matrix. DIAG(cov(X)) is a vector of variances for each

column, and SQRT(DIAG(cov(X))) is a vector of standard deviations.

cov(X,Y), where X and Y are matrices with the same number of elements,

is equivalent to cov([X(:) Y(:)]).

So just extract your [ n_obs x 5 ] data from your excell-file and send that matrix to the cov-function.

HTH

[Anurag Kumar Verma]

Got it. Thanks alot for the tip.

[Bjorn Gustavsson]

You're welcome.