The SAS System 22:12 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 0.979333799 0.515894571
0.979333799 0.964266270
0.979333799 1.010701613
499 233
Y 0.515894571 1.010701613
1.010701613 1.010701613
0.964266270 1.010701613
233 233
Simple Statistics
Variable N Mean Std Dev Sum Minimum Maximum
X1 500 -0.021468 0.989613 -10.734235 -3.189882 2.690967
Y 234 -0.050115 1.005337 -11.726857 -3.290977 2.352570
Pearson Correlation Coefficients / Prob > |R| under Ho: Rho=0 / Number of Observations
X1 Y
X1 1.00000 0.52258
0.0 0.0001
500 234
Y 0.52258 1.00000
0.0001 0.0
234 234
The SAS System 22:12 Monday, May 24, 1993 2
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 0.3361817416 0.1150431502
0.3361817416 0.3731872251
0.3361817416 0.7374704218
252 119
Y 0.1150431502 0.7374704218
0.7374704218 0.7374704218
0.3731872251 0.7374704218
119 119
Simple Statistics
Variable N Mean Std Dev Sum Minimum Maximum
X1 253 0.754347 0.579812 190.849858 0.003914 2.690967
Y 120 0.407237 0.858761 48.868441 -1.423710 2.352570
Pearson Correlation Coefficients / Prob > |R| under Ho: Rho=0 / Number of Observations
X1 Y
X1 1.00000 0.21929
0.0 0.0161
253 120
Y 0.21929 1.00000
0.0161 0.0
120 120