SAMPLE COVARIANCES FOR TURNIP DATA - YOURNAME 1 Data from text, Table 3.3, p56 23:15 Monday, September 15, 2008 A FIRST VIEW OF THE DATA Obs Ord Available Exch Turnip 1 1 35 3.5 2.80 2 2 35 4.9 2.70 3 3 40 30.0 4.38 4 4 10 2.8 3.21 5 5 6 2.7 2.73 6 6 20 2.8 2.81 7 7 35 4.6 2.88 8 8 35 10.9 2.90 9 9 35 8.0 3.28 10 10 30 1.6 3.20 SAMPLE COVARIANCES FOR TURNIP DATA - YOURNAME 2 Data from text, Table 3.3, p56 23:15 Monday, September 15, 2008 ANALYZE THE DATA USING PROC IML N THE COLUMN MEANS OF THE TURNIP DATA (n = 10 ) are ROWNAMES Avail Exch Turnip COLMEANS 28.100 7.180 3.089 THE COVARIANCE MATRIX OF THE COLUMNS OF X IS ROWNAMES Avail Exch Turnip COLNAMES COVAR Avail 140.5444 49.6800 1.9412 Exch 49.6800 72.2484 3.6761 Turnip 1.9412 3.6761 0.2501 THE CORRELATION MATRIX OF THE COLUMNS OF X IS ROWNAMES Avail Exch Turnip COLNAMES CORR Avail 1.0000 0.4930 0.3274 Exch 0.4930 1.0000 0.8648 Turnip 0.3274 0.8648 1.0000 SAMPLE COVARIANCES FOR TURNIP DATA - YOURNAME 3 CORRELATIONS AND P-VALUES FROM SAS'S PROC CORR: NOTE THAT THEY ARE EXACTLY THE SAME ! 23:15 Monday, September 15, 2008 The CORR Procedure 3 Variables: Available Exch Turnip Covariance Matrix, DF = 9 Available Exch Turnip Available 140.5444444 49.6800000 1.9412222 Exch 49.6800000 72.2484444 3.6760889 Turnip 1.9412222 3.6760889 0.2501211 Simple Statistics Variable N Mean Std Dev Sum Available 10 28.10000 11.85514 281.00000 Exch 10 7.18000 8.49991 71.80000 Turnip 10 3.08900 0.50012 30.89000 Simple Statistics Variable Minimum Maximum Available 6.00000 40.00000 Exch 1.60000 30.00000 Turnip 2.70000 4.38000 Pearson Correlation Coefficients, N = 10 Available Exch Turnip Available 1.00000 0.49302 0.32741 Exch 0.49302 1.00000 0.86476 Turnip 0.32741 0.86476 1.00000