Correlation calculation

[#1]

Hello all,

I have a table with 3 columns: Fundname, date and value. I have created two variables so you can input the name of the fund and I would like to calculate correlation between the variable value of any two funds. Please note that as the data of all the funds is merged in the same table, I cannot use directly the function correl, I would have to create a temporary table using the function aggr (I guess), but I don't know how to do it.

Anyone could help?

Thanks a lot!

[swuehl]

Maybe something like

=correl( Aggr( Only({<Fundname = {$(vFundA)}>} value), date), Aggr( Only({<Fundname = {$(vFundB)}>} value), date) )

[#3]

It worked!

Do you think it would be possible creating an straight table so there would be a row for each fundname, and computing the correlation entering a single fundname? If so, how would you do it?

Thanks in advance!

[swuehl]

Maybe something similar to what is shown in

Calculate correlation coefficient among all pairs of equities