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
See also
@cor,
@cov, and
@covp.