@covp |

Compute population (non-d.f. corrected) covariance between two vectors, or between the columns of a matrix.

Syntax: @covp(v1, v2)

v1: vector, rowvector, or series

v2: vector, rowvector, or series

Return: scalar

Syntax: @covp(o)

o: matrix object or group

Return: sym

Compute covariances using as the divisor in the moment calculation.

Equivalent to
@cov.

For series and group calculations, EViews will use the current workfile sample.

Examples

If used with two vector or series objects, @covp returns the population covariance between the two vectors or series.

scalar sc1 = @covp(v1, v2)

If used with a matrix object or group, @covp calculates the population covariance matrix between the columns of the matrix object.

sym s1 = @covp(mat1)

Cross-references