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# NTMULTICOVARP

Returns mean vector and covariance matrix

## Syntax

NTMULTICOVARP(

• Data set,
• Calc mean

)

#### Parameters

• Data set is a set of series of variables.
• Calc mean is a logical value that determines means of each variables are computed or not.

## Example

• The example may be easier to understand if you copy it to a blank worksheet

How to copy an example

1. Create a blank workbook or worksheet.
2. Select the example in the Help topic.

Note  Do not select the row or column headers.

Selecting an example from Help

3. Press CTRL+C.
4. In the worksheet, select cell A1, and press CTRL+V.
5. To switch between viewing the results and viewing the formulas that return the results, press CTRL+` (grave accent), or on the Tools menu, point to Formula Auditing, and then click Formula Auditing Mode.

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A B C D
1st.series 2nd.series 3rd.series Description
0.07 0.312 0.137
-0.05 -0.271 -0.077
-0.0123 0.312 0.0175
0.0323 -0.272 0.043
0.205 0.307 -0.0018
-0.185 -0.267 0.062
-0.331 -0.187 0.112
0.351 0.227 -0.051
0.061 -0.026 -0.068
-0.041 0.066 0.128
Formula     Description (Result)
=NTMULTICOVARP(A2:C11,TRUE)     Mean vector (A13:C13) and covariance matrix (A14:C16)

Note The formula in the example must be entered as an array formula. After copying the example to a blank worksheet, select the range A13:C16 starting with the formula cell. Press F2, and then press CTRL+SHIFT+ENTER.