correl

  1. P

    Conditional correlation of returns

    Hello forum, Thank you in advance for your help. I need to create a correlation matrix (simple, edited pic attached) that returns the correlation coefficient of columns 1 and 2 for the subset of periods where a third column, Equity, is down at least -2%. Within a conditional correlation, I...
  2. L

    Correlation between two columns, ignoring errors

    Hi all, I want to check the correlation between two columns (column B and I), taking out all the values that give an error. Furthermore if a certain nth value in column B (I) gives an error, the corresponding nth value in column I (B) should also be ignored. I did it this way but it gaves a...
  3. J

    Excel VBA Function to measure cycle through range and measure multiple correlations

    I'm trying to create an Excel VBA function that cycles through a <code>cycle_range</code> and calculates the correlation each range of 5 cell entries within that range to a <code>base_range</code> of 5 cell entries. The function should return the maximum correlation in the cycle_range. For...
  4. E

    VBA wont calculate cells during loop

    Hi guys I need help with a VBA program I am trying to write. This is my first ever program so go easy haha. Basically I am trying to calculate a correlation table using VBA rather than by hand. I have a table of values that starts (the corner is in) cell T3. The values go to the right and down...
  5. S

    Creating conditional formulas where zeros need to be excluded?

    Hi, Is there anyway of creating conditional formulas where zeros need to be excluded? I want to use CORREL (and similar functions) along with multiple criteria, such as: =CORREL(IF(--("range A"="criterion A")--("range B"="criterion B");"range C");"range D") i.e. I want to correlate two ranges...
  6. T

    Using Concatenate with Correl in excel

    I am building a correlation matrix and I want to be able to vary the starting and ending cells in the arrays I am using to calculate the correlations. So far each time I change I have had to retype the formula in each of the 210 boxes in my matrix. I would like to be able to use concatenate in...

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