The SAS System 19:42 Monday, May 24, 1993 1 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 1.009849333 0.164576474 1.009849333 0.370403184 1.009849333 0.980247865 499 242 Y 0.164576474 0.980247865 0.980247865 0.980247865 0.370403184 0.980247865 242 242 Simple Statistics Variable N Mean Std Dev Sum Minimum Maximum X1 500 0.007067 1.004913 3.533293 -3.385406 2.922738 Y 243 0.459312 0.990075 111.612769 -2.584510 3.864183 Pearson Correlation Coefficients / Prob > |R| under Ho: Rho=0 / Number of Observations X1 Y X1 1.00000 0.27313 0.0 0.0001 500 243 Y 0.27313 1.00000 0.0001 0.0 243 243 The SAS System 19:42 Monday, May 24, 1993 2 Correlation Analysis 2 'VAR' Variables: X1 Y Covariance Matrix DF = 242 X1 Y X1 0.3704031838 0.1645764743 Y 0.1645764743 0.9802478648 Simple Statistics Variable N Mean Std Dev Sum Minimum Maximum X1 243 0.813927 0.608608 197.784369 0.002190 2.922738 Y 243 0.459312 0.990075 111.612769 -2.584510 3.864183 Pearson Correlation Coefficients / Prob > |R| under Ho: Rho=0 / N = 243 X1 Y X1 1.00000 0.27313 0.0 0.0001 Y 0.27313 1.00000 0.0001 0.0