Covariance and Correlation Functions dialog box

 

Use this dialog box to compute the auto and cross correlation or covariance functions of selected series.

 

Input

Specifies the worksheet location of the input data for this operation.

 

Valid Input Range

Provides a reference to the extent of the data available in the currently active worksheet. Use this range as a guide for typing valid extents in the Series A and Series B boxes.

 

Series A

Type in this box the range of cells containing the data you want to use as input for this command (first set of series).

 

Series B

Type in this box the range of cells containing the data you want to use as input for this command (second set of series).

 

 

Series in Rows

Check this box to indicate that the data specified by the Series A and Series B boxes is organized in rows as opposed to columns (the default).

 

Refer to Specifying Input Arguments for additional information on this subject.

 

Output

Specifies the worksheet location for placing the results of this operation.

 

New Workbook

Select this option to place the results of this operation in a new document workbook.

 

New Sheet

Select this option to place the results of this operation in a new worksheet.

 

Range Position

Select this option to place the results of this operation starting at the worksheet location specified in the box to the right of this option.

 

Plot

Check this box to plot the results of this operation.

 

Refer to Specifying Output Locations for additional information on this subject.

 

Options

 

Operation

 

Correlation

Select this option to estimate the auto or cross correlation functions of the input series.

 

Covariance

Select this option to estimate the auto or cross covariance functions of the input series.

 

Maximum Lag

Specifies the maximum lag at which to compute the correlation or covariance functions of the input series.  Type in this box an integer for the maximum lag at which you want to compute the correlation or covariance functions of the input series.

 

 

Confidence Level

Type in this box the confidence level at which to display lines enclosing the graph of the correlation function.

 

OK

Closes the dialog box and carries out this operation.

 

Cancel

Closes the dialog box without carrying out this operation.