结果截图。ERROR:
样本数据截图。
我是VBA新手,现在我被一个错误卡住了。我想以股票价格为参数计算协方差,并返回一个n*n的数组(n=其参数的列数)。我想不出我在以下代码中的错误。
Function covarmat(prices As Range) As Variant
Dim i As Integer, j As Integer
Dim n As Integer
n = prices.Columns.Count
Dim resultarray()
ReDim resultarray(n, n)
Dim f 'as a proxy for return variant
Dim basicarray() 'to extract columns and calculate returns
ReDim basicarray(prices.Rows.Count, prices.Columns.Count) Tried this separately! Works perfect!
For j = 1 To prices.Columns.Count
For i = 1 To prices.Rows.Count
basicarray(i, j) = prices(i + 1, j) / prices(i, j) - 1
Next i
Next j
f = basicarray
For i = 1 To n
For j = 1 To n
resultarray(i, j) = Application.Covariance_S(f.columns(i), f.Columns(j))
Next j
Next i
covarmat = resultarray
End Function