
Beta μ
Auto-covariances
Cross-covariances



What is variance? The standard deviation multiplied by itself.
But what's standard deviation? The square root of the variance.
Derived form a unique vector the covariance matrix displays all the "spatialized" combinations of pairs of its random elements, although seldom, or not necessarily, in the Euclidian space.

From now on, let's can call the covariance matrix, this Z Matrix, just "the model".


A trick worth to known for the ones less familiarized with the spreadsheet inner works.
To reach a dynamic input / output relation for the transposition tool:
- Select all the arriving locations destinated to receive the data (the horizontal row cells) - Then select the same number of inputs (the vertical column cells).
- Keeping CTRL Alt keyboards keys active, press Enter to execute the command.
The same routine applies for any matrixial operation.
In order to expand the matrixial functions capabilities in MS Excel, you may need to enable: Solver Add-ins.
In addiction, download at least the plug-in matrix.xla. Perhaps, XRealStats.xlam too. In Excel, press alt TI and install it.