1 5 REM ---STAT12---OCT 27, 1969
2 10 REM DESCRIPTION: COMPUTES THE CORRELATION MATRIX FOR N
3 20 REM SERIES OF DATA.
4 40 REM INSTRUCTIONS: ENTER DATA STARTING IN LINE 900 IN THE
5 50 REM FOLLOWING ORDER: 1) THE NUMBER OF SERIES, 2) THE NUMBER
6 60 REM IN EACH SERIES, 3) THEN THE DATA BY GROUP NOT BY SERIES.
7 70 REM THIS PROGRAM IS LIMITED TO 25 SERIES, WITH AN ARBITRARY
8 75 REM NUMBER IN EACH SERIES. TO INCREASE THE MAXIMUM NUMBER OF
9 80 REM SERIES, CHANGE THE DIM STATEMENTS IN LINE 100.
10 90 READ O0
11 91 RESET
12 92 IF O0 <> 999999 THEN 100
13 93 PRINT "LIST LINES 10 TO 85 FOR INSTRUCTIONS"
14 94 STOP
15 100 DIM S2525,D25,X25
16 110 READ N, M
17 170 LET X0 = 1
18 200 FOR K = 1 TO M
19 210 FOR I = 1 TO N
20 220 READ XI
21 230 NEXT I
22 240 FOR I = 0 TO N
23 250 FOR J = I TO N
24 260 LET SIJ = SIJ + XI*XJ
25 270 NEXT J
26 280 NEXT I
27 290 NEXT K
28 300 REM HAVING COMPUTED THE SUM-OF-SQUARES MATRIX, WE CONTINUE.
29 305 PRINT TAB3;"VARIABLE";TAB23;"MEAN";TAB34;"VARIANCE";
30 306 PRINT TAB48;"STD. DEV."
31 310 FOR I = 1 TO N
32 320 LET M1 = S0I / M
33 330 LET Q = M * SII -S0I*S0I / M / M-1
34 340 LET DI = SQRQ
35 350 PRINT I, M1, Q, DI
36 360 NEXT I
37 600 REM NOW WE PRODUCE AND PRINT THE CORRELATION MATRIX...
38 605 PRINT
39 610 PRINT "THE CORRELATION MATRIX"
40 620 PRINT
41 630 FOR I = 1 TO N
42 635 IF I = 1 THEN 670
43 640 FOR J = 1 TO I-1
44 650 PRINT " ",
45 660 NEXT J
46 670 FOR J = I TO N
47 680 PRINT M*SIJ - S0I*S0J/M/M-1/DI/DJ,
48 690 NEXT J
49 700 PRINT
50 710 PRINT
51 720 NEXT I
52 730 STOP
53 900 DATA 999999
54 9999 END