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covariance matrix in TS

To: omega-list@xxxxxxxxxx
Subject: covariance matrix in TS
From: Sergey Efremov <svefremov@xxxxxxxxx>
Date: Thu, 11 Nov 2004 20:09:05 -0800 (PST)

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Can anyone share a TS code to compute a covariance
matrix of data1,data2,data3,.... over a specified
length?

Sergey

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