Tuesday, June 17, 2008

Correlation Matrix



A correlation matrix lists the variable names down the first column and across the first row. The diagonal of a correlation matrix always consists of ones. In every correlation matrix there are two triangles that are the values below and to the left of the diagonal and above and to the right of the diagonal. A correlation matrix is always a symmetric matrix.

http://www.investors-routemap.co.uk/images/correlation.gif

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