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st: How to estimate var-cov matrix from data


From   wei liu <[email protected]>
To   [email protected]
Subject   st: How to estimate var-cov matrix from data
Date   Sun, 15 Feb 2004 19:57:28 -0800 (PST)

Hi, 

I have a very easy question to ask. I have two random
variables with 1000 observations each. How can I
generate the variance-covariance matrix for them? I
wanna save this matrix as a matrix variable for
further use. Is there a simple way to do so? Can I
further generalize this method for higher dimension?

Thanks a lot!

Wei

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