We calculate correlation using the Spearman Correlation method by first ranking the returns of Stock X from lowest to highest in the second column. We then list the returns for Stock Y in the third column for e
A perfectpositive correlationmeans that the correlation coefficient is exactly 1. This implies that as one security moves, either up or down, the other security moves in lockstep, in the same direction. A perfectnegative correlationmeans that two assets move in opposite directions, while a zero c...
another way of calculating the VCV matrix that will not require you to make the adjustment for the difference in EXCEL methods for COVAR and VAR (STDEV) is to first calculate CORREL (Excel’s correlation function): and then multiple the resulting number with the STDEV()s of the corresponding...
EnterB1:B10in theboxaskingforknown_y’s (thevaluesthathavetobepredicted)and A1:A10intheboxaskingforknown_x’s(thevaluesthatareusedaspredictors). ThenclickonOK Thisgivesyouthevalueoftheintercept: BasicStatisticsforPsychologists11:CalculatingthePearsonCorrelationCoefficientwithExcelPalgrave,20114 ...
In Excel, each list is called an "array," and two arrays should be inside the brackets, separated by a comma. Uses of Covariance Covariance can tell how the stocks move together, but to determine the strength of the relationship, look at their correlation. The correlation should, therefore...
The fourth question is about figuring out what the correlations were. So far, the way that you have covered statistics with respect to calculating standard deviation would simply be by using the formula in Excel. However, this standard deviation has a problem. The problem is that if you w...
Correlation and linear regression analyses were performed using Excel and SPSS software. Results: Multiple linear regression analysis showed that serum concentrations of sodium (β=0.778, p≤0.000), BUN (β=0.315, p≤0.000), glucose (β=0.0.089, p≤0.007) and potassium (β=0.109, p≤0.008) ...
Calculate the linear correlation coefficient for the data below. a. 0.881 b. 0.819 c. 0.792 d. 0.990 Using a 95.45% confidence, calculate the LCL and UCL for these data. The variance of Y ? b a r , ? 2 Y is given by the following formula: A. ? Y ? n B. ? 2 Y n C. ?
Calculation of Value at Risk for a portfolio not only requires one to calculate the risk and return of each asset but also the correlations between them. Thus, the greater the number or diversity of assets in a portfolio, the more difficult it is to calculate VaR. ...
In real-time quantitative PCR studies using absolute plasmid DNA standards, a calibration curve is developed to estimate an unknown DNA concentration. However, potential differences in the amplification performance of plasmid DNA compared to genomic DNA