@covs |

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

Syntax: @covs(v1, v2)

v1: vector, rowvector, or series

v2: vector, rowvector, or series

Return: scalar

Syntax: @covs(o)

o: matrix object or group

Return: sym

Compute covariances using as the divisor in the moment calculation.

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

Examples

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

scalar sc1 = @covs(v1, v2)

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

sym s1 = @covs(mat1)

Cross-references