Hi, I am trying use the covariance function in the mathematica using the following command:
Covariance[MatrixForm[Table[u[i, t] - u[i, t - 1], {i, 1, 10}, {t, 1, 5}]]]
with the error message "Covariance::shlen: The argument (<<1>>) should have at least two elements." So I tried the following command:
Covariance[
MatrixForm[Table[u[i, t] - u[i, t - 1], {i, 1, 10}, {t, 1, 5}]],
MatrixForm[Table[u[i, t] - u[i, t - 1], {i, 1, 10}, {t, 1, 5}]]]
Then I get the following error :
Covariance::vctmat: The arguments to Covariance are not a pair of vectors or a pair of matrices of equal length.
So I tried the transpose function on one of the matrix like:
Covariance[
MatrixForm[Table[u[i, t] - u[i, t - 1], {i, 1, 10}, {t, 1, 5}]],
Transpose[
MatrixForm[Table[u[i, t] - u[i, t - 1], {i, 1, 10}, {t, 1, 5}]]]]
but it gave me the same error and the problem is not resolved at all..If I am trying to get the covariance expression in the most simplified form of this
{u[i, t] - u[i, t - 1], {i, 1, 10}, {t, 1, 5} } how can I do this..? I would greatly appreciate if anyone could help me out with this critical problem for me.. either on this forum and/or through my email.
