Forms the correlation matrix for a list of variates (R.W. Payne).
|Printed output (
||Type of test to make (against zero) for the correlations (
||Provides weights for the units of the variates; default
||Saves the correlations|
||Saves the test probabilities|
||Saves the number of observations from which the correlations have been calculated|
||Variates for which the matrix is to be calculated|
FCORRELATION forms the correlation matrix for a set of variates which should be listed by the
DATA parameter. The
WEIGHTS option can provide a variate of weights for the units of the variates; by default these are all assumed to have weight one.
Printed output is controlled by the
||prints the correlation matrix;|
||prints tests for the correlations.|
METHOD option indicates the type of test to be done, with settings:
||for a two-sided test of the null hupothesis that that the correlation is zero;|
||for a one-sided test of the null hypothesis that the correlation is not greater than zero;|
||for a one-sided test of the null hypothesis that the correlation is not less than zero.|
Tests cannot be produced if there are fewer than two observations.
The correlation matrix can be saved using the
CORRELATIONS option, the (symmetric) matrix of test probabilities can be saved using the
PROBABILITIES option, and the number of observations upon which it is based can be saved using
A SSPM structure is set up for the
DATA variates, and its values are formed using the
FSSPM directive. The corrected sums of squares and products are divided by the residual degrees of freedom to give the variance covariance matrix, and the
CORRMAT function is used to convert this to a correlation matrix. The test probabilities are obtained using the
FCORRELATION takes account of restrictions on any of the variates.
CAPTION 'FCORRELATION example',\ 'Data from Draper & Smith, 1981, Applied Regression Analysis.\'; STYLE=meta,plain VARIATE [VALUES=129,141,153,166,193,189,175,186,190,187,\ 195,206,198,192,191,200,200] Employees & [VALUES=21,22,22,20,25,23,20,23,20,20,\ 22,19,22,22,21,21,22] Operatingdays & [VALUES=7.107,6.373,6.796,9.208,14.792,\ 14.564,11.964,13.526,12.656,14.119,16.691,\ 14.571,13.619,14.575,14.556,18.573,15.618] Production & [VALUES=58.8,65.2,70.9,77.4,79.3,81,71.9,63.9,54.5,39.5,\ 44.5,43.6,56,64.7,73,78.9,79.4] Temperature & [VALUES=3.067,2.828,2.891,2.994,3.082,\ 3.898,3.502,3.06,3.211,3.286,3.542,\ 3.125,3.022,2.922,3.95,4.488,3.295] Wateruse FCORRELATION [PRINT=correlation, test]\ Employees,Operatingdays,Production,Temperature,Wateruse