Re: Mean and covariance matrix

*To*: mathgroup at smc.vnet.net*Subject*: [mg82512] Re: Mean and covariance matrix*From*: antononcube <antononcube at gmail.com>*Date*: Tue, 23 Oct 2007 05:28:55 -0400 (EDT)*References*: <ffckmh$sog$1@smc.vnet.net>

How does your code look like? If something like this: In[24]:= GEData = FinancialData["GE", "Return", {{2000, 1, 1}, {2007, 10, 17}}]; In[25]:= GEReturns = #[[2]] & /@ GEData; In[26]:= VectorQ[GEReturns, NumberQ] Out[26]= True In[27]:= Mean[GEReturns] Out[27]= -0.000186615 , then the result of Mean is expected. Anton Antonov, Wolfram Research, Inc. On Oct 20, 5:18 am, KTugb... at gmail.com wrote: > Using FinancialData[], > > 1.Download the price data of GE needed to compute daily returns for > any trading days from {2000, 1, 1} to {2007, 10, 17}, inclusive, and > then compute the daily returns. > > 2.Using the return data compute a raw mean vector and covariance > matrix. > > I was able to do part 1,but i am not too sure if I did question 2 > correctly. > > For the mean,I said > > Mean[GEData], and I got a number instead of a vector. I did the same > for the Covariance, and I got a single number instead of a vector. Can > someone please tell me if I am not doing it the right way?