Calculate Rank Correlation Of 2 Datasets
Nov 26, 2007
I am facing a problem with WorksheetFunction.Correl
I got information, that matching class properties of Worksheetfunction is impossible.
This is my first experience with macro's and I hardly know how to deal with this problem.I got some excel file from my friend and tried to do this in the same way.
Macro was supposed to calculate the Pearson's coefficient of correlation for orders from 1 to 100 of autocorrelation in order to calculate Q Box-Pierce statistic.Data is prices of stocks for some bank and correlation coefficient is calculated for simple returns on stocks.
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May 8, 2012
I have two different data sets that I have plotted using XY(Scatter) w/ smooth lines. Is there a macro or sub that will calculate the volume or area between where the two data sets cross?
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May 4, 2007
Column A is the COB Date Column B through N are various stock data. I would like to calculate the trend of correlations over a 4 year period. I can't seem to figure out how to manipulate the data analysis tool pak to do this.
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May 20, 2007
I want to calculate the sales rank of the customer whose CUSTOMERID is equal to my ID? Note that sales rank is what position the salesperson is in terms of DOLLAR VALUE OF SALES.
Just a bit stuck on this. How do I calculate the rank? Is it a If statement or a Vlookup Question?
The spreadsheet can be found here: http://www.megaupload.com/?d=5D0YCHIG (It's too big to be uploaded to the forum hosting).
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Aug 1, 2014
I am using the following formula to calculate due dates based on the rank i assign an issue.
Note: a similar formula is used for the due date of section one, but if it is not complete, i do not want this formula to kick in a determine the due date for section 2. The formula itself is working fine, but is giving a 'due date' of 1/30/1900. I was wondering if there is a way to not display anything if it has no number to calculate from.
=IF(ISNUMBER(SEARCH("S",D11)),F11+30,IF(ISNUMBER(SEARCH("B",D11)),F11+30,
IF(ISNUMBER(SEARCH("A",D11)),F11+30,IF(ISNUMBER(SEARCH("QNM",D11)),F11+30,""))))
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Feb 25, 2008
concerning the use of correlation in vba. What are my options when i want to calculate a correlation within vba. The variables are all still within vba.
Who knows what formula's i could use to keep everything within vba.
If you don't understand my question please ask so i can try to make it more clear.
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Jan 16, 2006
I have code to create a correlation matrix (NxN, where N is the number of columns). This is done by selecting an area that is NxN, entering the function and range, then hitting ctrl +shift + enter (array formula).
However, I want to convert this to accept VBA arrays, rather than a data range, and give the output in form of an array as well.
VB:
Function CorrmatK(dataRange As Object) As Variant
On Error Goto 20
Dim r As Integer, n As Integer, rr As Integer, i As Integer, j As Integer, k As Integer, doit As Integer
Dim x() As Variant, mc() As Double, ss() As Double, m() As Double, ob As Object
r = dataRange.Rows.Count
n = dataRange.Columns.Count
[Code] ......
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Oct 30, 2006
I am in the unfortunate position of having to run about 900 correlations with Excel as my only option. Normally this would be fine, but in this case, I need the Pearson's test of significance. The only way I know how to obtain this in Excel is through using a regression, which is incredibly time-consuming. Does anyone have a suggestion how to make the best use of time?
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Mar 11, 2014
I am using excel to do a monte carlo analysis of a process. Until now, all my distributions have been uncorrelated, but from now I would like to produce distributions with a given correlation. This is a fairly easy process for normal distribution, but in this case one of the distributions is Weibull and the other lognormal. I don't have a stats background, so how to implement this. Producing the two distributions is no problem, but I would now like to be able to alter them or the original formulae so they are correlated properly. If it would greatly simplify the process, the lognormal distribution could be replaced by a normal, but not the weibull.
The formulae I'm using for each is:
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Jul 25, 2006
I wasn't able to attach the file because it was too big, but you can download it from here www.easygcc.com/correl.rar. On the sheet called " Correlation" there is matrix, I am baiscally trying to fill in the correlation formula into every cell so the matrix is filled out. The data for the correlation calculation comes from the sheet called "Tech Data". I have filled in the correlation formula into a few of the cells as an example, but I don't want to continue doing this manually but rather have a macro do it for me. Otherwise this will take for ever. My macro is also a part of the file, if you would liek to look at it and maybe fix what I already have.
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Dec 30, 2013
I'm trying to Rank a list and than re-rank the list while excluding certain (or by Criteria) items
Vendor Co
Cost Fee
Rank
Vertox
500
4
BV
1520
3
[code].....
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Apr 9, 2014
I have a spreadsheet that lists users plus 4 columns of data horizontally and other data vertically. See image forum_sheet.png
My problem is the sheet is getting wider and wider as users are added. What I would like to be able to do is have a dropdown or something that allows me to select a users name which would then display their data set [ four columns ] on its own. I have tried validating a dropdown list but this only works on a single column.
See image forum_sheet_2.png
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Sep 15, 2014
I have a table that I add rows to via a macro. I am trying to add correlation matrices that find the last row of the table, and include a certain number of rows above that to create a rolling correlation. For example, if I want the 2 week correlation, I would like the last 10 rows of data, but if I add another row, this formula should move down to incorporate the new row and deselect the now 11th day preceding. I do this manually but it is very time consuming.
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Mar 3, 2014
I am now analysing the ordered correlations of products in a warehouse.For example, I have 16 products (product 1 to product 16) in my warehouse. During last month, there were totally 391 orders (order 1 to order 391). If a product is requested in a ordered, an "X" will be marked as per attached sheet.
Now my goal is to figure out which pair (or even triple) of products are ordered/requested at the same time (or in the same order) for the last month. I intend to use the analasys result to move the more ordered pair/triple products to stay near to each other at the warehouse so it will save the time for picking.
How to do that analysis?
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Nov 18, 2009
I have a particular issue - i am trying to create a rolling correlation.
lets say you have two variables for 3 different months:
Month1 a x
Month2 b y
Month3 c z
correlation will correlate a-c with t-v
however, come next month - i have to manually drag the ranges for a rolling three month correlation:
Month1 a t
Month2 b u
Month3 c v
Month4 d w
correlation will now correlate b-d with u-w for a the last three months.
I want to automate this as I know what the month is, I can't seem to return the last three months and correlate the data.
I have tried to do this with the database functions, but I think that they break the array relationship of b-d and u-w in the correlation function.
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Oct 17, 2005
I'm trying to Pearson Ranks correlation table. This is the formula I'm
using:
=PEARSON(Ranks!$B$3:$B$230,Ranks!B$3:B$230)
This is placed in cell B3. When I copy the formula over to DT3 the formula
correctly adjusts the B in the second part of the formula all the way to DT
and still references the values in the B column.
But I want to now copy this down to C4, D5, E6 and then over to DT for each
so that it correctly makes the correlation table.
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Dec 17, 2006
I wonder if you think it can be possible to constraint the RAND function so that it gives off its result commensurate with the result of another RAND function with certain probability N? For example,
Say there are two random functions and the first generates 0,5667 the correlation is at 0,5 so there is a 50% probability that the second random function will generate the result very close to it, say, 0,6012….Do you think the second random function can be tweaked so that it performs in this manner….when there is a 100% correlation – the results of both random functions will agree…when it is 80% it will be very close…..do you think this can be done with NORMINV?
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Aug 3, 2014
What's the best way to look at two sets of data in excel and make comparisons between them. For instance how many matches (and what are the matches). Workbook attached as an example.
matches between data.xlsx
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Jun 19, 2014
So I have two sets of data, I've attached a worksheet which has them both. The datasets have different intervals, but I need to drag "Colour" from Data2 into Data1 and associate it with the correct interval. Sometimes the intervals match up and sometimes they don't - which could be a problem, but as long as its within a small spread it's fine. The "Colour" column in Data1 is filled with my desired result, the source being Data2.
ManyToMany_Example.xlsx
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Jul 24, 2014
I have several data sets taken from an instrument recording the same sample. The data are noisy so I would like to average them. Annoyingly, the operating software for the instrument allows you to specify start and end values, but not the amount of points in between (unbelievable, I know). I therefore have data which looks like:
25, 1
25.1, 5
25.6, 7
25.8, 10
25.9, 12
and
25.1, 1
25.4, 4
25.7, 6
25.9, 14
So each replicate has a different sampling rate (the data set is much larger than the example above though). Is there any built-in Excel function to standardize these data to a fixed amount of x values, and perhaps averaging both the X and Y values of all points within the bin?
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Dec 10, 2013
I have a large set of data in an array of many cells. I need to subtract a fixed amount from each of these cells without changing the location of the cells as there are many different references too them Is there a way to do this?
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Mar 1, 2013
I own a custom print shop and I am trying to generate skus based on variables..Column A will only have one item (the product code), column B will have the sizes, Column C may contain more or less colors depending on what is offered for the shirt style, Column D hopefully can contain all the combinations. All this data will be in contained within one worksheet..
Column A
Column B
Column C
Column D
G200
S
Red
[Code] .......
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Aug 7, 2013
I'm trying to work out a way to use a MAX function and IF Function to determine how i can find the highest number since a trade began. For example, i have a countif function that is identifying each trade (Column B) so what i want to do is to find the highest number for each trade (Column A) which is represented by dummy variable 1,2,3,4 etc. Please see example below: what i want to do is write code which runs for 3500 lines and finds the highest price since trade began and trade's are represented by 1,2,3,4,5,6,7 etc.
Close
Number
TRADE PRICE
HIGH PRICE
0.6347
1
$0.63
0.6565
0.6373
1
$0.63
[Code] ........
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May 30, 2014
If I have ten numbers which I would like to split into 5 buckets (1,2,3,4,5) how can I best achieve this?
A trivial example:-
The series 12, 12, 18, 18, 25, 25, 34, 34, 40, 40 would neatly spilt into 1, 1, 2, 2, 3, 3, 4, 4, 5, 5.
Similarly
The series 12, 13, 18, 19, 25, 27, 33, 34, 40, 41 would neatly spilt into 1, 1, 2, 2, 3, 3, 4, 4, 5, 5.
A non-trivial example
The series 12, 13, 40, 41, 42, 50, 70, 71, 89, 90, 91 I would like to be split into 1, 1, 2, 2, 2, 3, 4, 4, 5, 5, 5.
So groupings are based on how close consecutive numbers are to each other and there must be at least one value in each bucket (1,2,3,4,5). The number of data items can vary form 5 to, say 20 or so.
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Jun 23, 2014
I have 2 datasets. 1 of them is 5103 lines and other one is 5121. They contain the samde data but as you can see one of the dataset have 18 more lines than the other. Because of this I can not copy a columns from one dataset to other because the values will not match with the correct ones because of the line differences. How can i compare for different rows or how can i copy at least the 5103 line correctly and than fill other 18 by hand ?
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Dec 6, 2013
see attached pivot table... I believe that there is a statistical relationship between column B & C (together, i.e. their combined effect) upon column D. i.e. (B & C) - have some relationship to effect D.
(1) What formula would I use to measure this correlation?
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Dec 13, 2012
I have a list with hundreds of customers. Each customer has two measures (i won't bore you with how they are calculated)
1) % Coverage by Salesman
2) % Of Opportunity Won
What tips and tricks can you give me to take my analysis to the next level? The example is a very limited sample and the data was made up using a formula so correlated very well, i've chucked in a couple of anamlous results to make it a bit more realistic.
One of the main things i would like to see is a correlation "score". I suppose if the two series correlated perfectly then the score would be 100%. The less they correlate, then the lower this score gets....
In business terms, if i can run this rule over thousands of customers and get a good correlation - then it becomes a conversation with the salesman to show them that doing those pesky, boring coverage calls has a measurable impact on sales...and here is the number to prove it...
How I can interpret this data?
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Jul 29, 2013
I have a product list going down column A, Avg Sale Price List going down Column B, a Margin % List going down Column C, and a Correlation List going down Column D. Here is a small sample of my data.
Product Name
Avg Sale Price
Margin
Correlation
372 Grizzly Salmon Oil Total
48.99
35.31%
-0.423
[Code] ........
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Jun 26, 2014
I am looking for the best way ( or choice of ways) to display the correlation between 2 lists of results.
I have a column of failure percentage rates for engineers that I want to compare against a second column of their compliance rate with a process. There are two levels also. The first set shows the good performers and their compliance, the second showing the poor performers.
My goal is to see whether their compliance with the process has any bearing on their failure rates. The full lists contain data on approximately 400 engineers in each category
(if the the numbers below are not in a proper format, I tried to download the excel converter thingy but the link failed)
faliure rate
Compliance
3.95%
91.40%
[Code]....
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Jul 23, 2007
I have the monthly data stores column by column, e.g. Column B for Jan 07, Col C for Feb 07 etcetc, so every month I have a new column added to the end then I have some statistical analysis table which calculates such as annual return, standard deviation etcetc
How can I make a button which I can click then it can update to replace the formular with the latest column? for example, =CORREL(B2:B10, G2:G10), col B contains Feb 07 data and G contains June 07, let's say I add another column for July 07 which will be column H and I would like by clicking the button then all formula with col G will be replaced by col H?
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