Applies to:
@RISK for Excel, releases 5.x and Up

 

Finding Simulated Correlations in @RISK

• Use RiskCorrel to compute correlation between two cells during simulation:

  • Pearson: =RiskCorrel(cell1, cell2, 1)

  • Spearman (rank-order): =RiskCorrel(cell1, cell2, 2)

• The cell initially shows #VALUE until the simulation runs.

Notes:

• Specified correlations between inputs are applied using Spearman correlation.

• In @RISK 5.0, correlations could be found via scatter plots in the Results Summary window.

• To display correlation in a worksheet automatically:

  • Use RiskData() to output iteration data.

  • Apply Excel’s CORREL() to compute the correlation.

• For large simulations, RiskData() may slow performance; macros can be used to save simulation data instead.

Related Articles:

Placing Iteration Data in Worksheet with RiskData( )

 Sum of All Iteration Values

Exporting Information During Simulation