
The SAS System                                                                                                                     1
                                                                                                      01:13 Monday, January 16, 1995

Correlation Analysis

   2 'VAR' Variables:  X1       Y       


Variances and Covariances
COV('W','V') / VAR('W') / VAR('V') / DF('W','V')

'W'\'V'                 X1                 Y

X1             1.005153077       0.183956932
               1.005153077       0.368974447
               1.005153077       0.848838374
                     49999             25191

Y              0.183956932       0.848838374
               0.848838374       0.848838374
               0.368974447       0.848838374
                     25191             25191


                                              Simple Statistics
 
Variable                N             Mean          Std Dev              Sum          Minimum          Maximum

X1                  50000         0.004717         1.002573       235.861089        -4.015578         3.948709
Y                   25192         0.392083         0.921324      9877.352708        -3.193538         4.306297


Pearson Correlation Coefficients / Prob > |R| under Ho: Rho=0 / Number of Observations  

                  X1                 Y

X1           1.00000           0.32870
              0.0               0.0001
               50000             25192

Y            0.32870           1.00000
              0.0001            0.0   
               25192             25192

The SAS System                                                                                                                     2
                                                                                                      01:13 Monday, January 16, 1995

Correlation Analysis

   2 'VAR' Variables:  X1       Y       


Covariance Matrix     DF = 25191

                  X1                 Y

X1      0.3689744470      0.1839569318
Y       0.1839569318      0.8488383735


                                              Simple Statistics
 
Variable                N             Mean          Std Dev              Sum          Minimum          Maximum

X1                  25192         0.798128         0.607433            20106      0.000093211         3.948709
Y                   25192         0.392083         0.921324      9877.352708        -3.193538         4.306297


Pearson Correlation Coefficients / Prob > |R| under Ho: Rho=0 / N = 25192  

                  X1                 Y

X1           1.00000           0.32870
              0.0               0.0001

Y            0.32870           1.00000
              0.0001            0.0   

The SAS System                                                                                                                     3
                                                                                                      01:13 Monday, January 16, 1995

Correlation Analysis

   2 'VAR' Variables:  X1       Y       


Variances and Covariances
COV('W','V') / VAR('W') / VAR('V') / DF('W','V')

'W'\'V'                 X1                 Y

X1            0.3627834670       .          
              0.3627834670       .          
              0.3627834670       .          
                     24807                 0

Y              .                 .          
               .                 .          
               .                 .          
                         0                 0


                                              Simple Statistics
 
Variable                N             Mean          Std Dev              Sum          Minimum          Maximum

X1                  24808        -0.800975         0.602315           -19871        -4.015578     -0.000080758
Y                       0                .                .                .                .                .


Pearson Correlation Coefficients / Prob > |R| under Ho: Rho=0 / Number of Observations  

                  X1                 Y

X1           1.00000            .     
              0.0                     
               24808                 0

Y             .                 .     
                                      
                   0                 0
