Command Reference : Matrix Language Reference
Syntax: @cov(v1, v2)
Argument 1: vector, rowvector, or series, v1
Argument 2: vector, rowvector, or series, v2
Return: scalar
Syntax: @cov(o)
Argument: matrix object or group, o
Return: sym
If used with two vector or series objects, v1 and v2, @cov returns the covariance between the two vectors or series. Examples:
scalar sc1 = @cov(v1, v2)
s1(1,2) = @cov(v1, r1)
If used with a matrix object or group, o, @cov calculates the covariance matrix between the columns of the matrix object.
!1 = @cov(v1, v2)
mat3(4,2) = 100*@cov(r1, v1)
For series and group calculations, EViews will use the current workfile sample. See also @cor. See Group::cov for more general computation of covariances.