Canonical Correlations in Excel with UNISTAT
The UNISTAT statistics add-in extends Excel with Canonical Correlations capabilities.
For further information visit UNISTAT User's Guide section 8.6. Canonical Correlations.
Here we provide a sample output from the UNISTAT Excel statistics add-in for data analysis.
Canonical Correlations
Group 1: Wages, Energy, Interest, Fixed Capital, Sales1
Group 2: Sales2, Output1, Output2
Canonical Correlations
| Eigenvalue | Correlation | Wilks’ Lambda | Chi-Square | DoF | Probability | |
|---|---|---|---|---|---|---|
| 1 | 0.9344 | 0.9666 | 0.0046 | 266.3407 | 15 | 0.0000 |
| 2 | 0.8891 | 0.9429 | 0.0702 | 131.6060 | 8 | 0.0000 |
| 3 | 0.3670 | 0.6058 | 0.6330 | 22.6818 | 3 | 0.0000 |
Group 1 Coefficients
| Group 1 | Grp1CanVarCo1 | Grp1CanVarCo2 | Grp1CanVarCo3 |
|---|---|---|---|
| Wages | -1.1716 | -4.1146 | 1.0727 |
| Energy | 0.8604 | 2.5141 | -2.1828 |
| Interest | 0.3320 | 0.3358 | -0.3147 |
| Fixed Capital | 0.2041 | 0.7206 | 2.7642 |
| Sales1 | 0.7969 | 0.3074 | -1.2347 |
Group 2 Coefficients
| Group 2 | Grp2CanVarCo1 | Grp2CanVarCo2 | Grp2CanVarCo3 |
|---|---|---|---|
| Sales2 | 0.4141 | -0.9662 | -1.1641 |
| Output1 | 0.6002 | 1.3885 | 0.5635 |
| Output2 | 0.0807 | -0.7693 | 0.8894 |
Group 1 Canonical Variables
| Group 1 | Grp1CanVar1 | Grp1CanVar2 | Grp1CanVar3 |
|---|---|---|---|
| 1 | 0.8886 | -1.5849 | -1.1267 |
| 2 | 0.7935 | -1.2991 | -1.1723 |
| 3 | 0.6705 | -1.3537 | -1.3281 |
| 4 | 0.3640 | -1.2643 | -0.5009 |
| 5 | -0.0172 | -2.0327 | -0.2876 |
| 6 | 0.2816 | -0.4264 | 0.6521 |
| 7 | 0.3174 | -0.1657 | 1.7448 |
| 8 | * | * | * |
| 9 | 1.3274 | 1.2956 | 3.0800 |
| 10 | * | * | * |
| 11 | 1.2424 | 0.9060 | 1.8237 |
| 12 | 1.0945 | 0.7143 | 1.4161 |
| 13 | 0.9040 | -0.4777 | -0.4077 |
| 14 | 1.1995 | 0.4463 | -1.2466 |
| 15 | 1.3309 | 0.5678 | -0.7578 |
| 16 | 1.0492 | -0.1250 | -0.8253 |
| 17 | 0.8857 | -0.4985 | -1.1708 |
| 18 | 0.1077 | -1.4824 | -0.0705 |
| 19 | * | * | * |
| 20 | -0.1738 | -0.9404 | 0.9208 |
| 21 | 0.3038 | -0.1513 | 0.4541 |
| 22 | 0.1033 | 0.0545 | 1.1173 |
| 23 | 0.2767 | 0.0680 | 0.8496 |
| 24 | 0.5115 | 0.6766 | 0.5691 |
| 25 | 0.8834 | 1.0205 | -0.2565 |
| 26 | 0.4169 | 0.0034 | -0.0383 |
| 27 | 0.5097 | -0.1094 | -0.1157 |
| 28 | 0.4410 | -0.1780 | -0.0608 |
| 29 | 0.7880 | -0.2460 | -0.6707 |
| 30 | 0.8973 | 0.4725 | 0.7177 |
| 31 | 0.8026 | 0.3203 | 0.9055 |
| 32 | 0.9664 | 0.3483 | 0.8472 |
| 33 | 1.1057 | -0.0725 | 0.1553 |
| 34 | 1.1243 | 0.8078 | 0.6845 |
| 35 | 0.8371 | -0.3882 | -0.5677 |
| 36 | 0.9939 | 0.2839 | -0.6755 |
| 37 | 0.5036 | -0.3907 | -0.3108 |
| 38 | -0.2814 | -1.3202 | 0.0843 |
| 39 | -0.7323 | -1.9247 | 0.1127 |
| 40 | -1.2442 | -2.0542 | 0.4519 |
| 41 | -1.3448 | -1.2128 | 0.4599 |
| 42 | -1.7574 | -1.1765 | 0.9006 |
| 43 | -1.6691 | -0.6120 | 0.6643 |
| 44 | -1.4491 | -0.0883 | 0.0464 |
| 45 | -1.6085 | -0.2023 | -0.0368 |
| 46 | -1.8163 | -0.0938 | 0.8144 |
| 47 | -1.6898 | 0.2714 | 0.5820 |
| 48 | -1.5397 | 0.2902 | -0.3977 |
| 49 | -1.5290 | 0.9753 | -0.3400 |
| 50 | -1.4452 | 1.2279 | 0.5491 |
| 51 | -1.1823 | 1.7421 | 0.5465 |
| 52 | -0.8714 | 1.6440 | -0.4910 |
| 53 | -0.4946 | 1.7663 | -1.4736 |
| 54 | -0.8196 | 1.3859 | -0.6790 |
| 55 | -0.7381 | 1.3475 | -0.6034 |
| 56 | -0.3954 | 1.3177 | -1.8401 |
| 57 | -0.2551 | 1.1326 | -2.9188 |
| 58 | -0.8677 | 0.7851 | -0.7794 |
Group 2 Canonical Variables
| Group 2 | Grp2CanVar1 | Grp2CanVar2 | Grp2CanVar3 |
|---|---|---|---|
| 1 | 0.6320 | -1.7137 | -2.8813 |
| 2 | 0.4228 | -1.3340 | -1.9710 |
| 3 | 0.3089 | -1.3888 | -1.7151 |
| 4 | 0.1554 | -1.1265 | -1.2128 |
| 5 | -0.2138 | -1.4769 | -1.0186 |
| 6 | 0.1043 | -0.1385 | -0.1319 |
| 7 | 0.1550 | 0.0838 | 0.0908 |
| 8 | * | * | * |
| 9 | 1.0497 | 1.4463 | 0.4640 |
| 10 | * | * | * |
| 11 | 1.3314 | 1.1126 | 0.1833 |
| 12 | 1.3768 | 1.0533 | 0.3063 |
| 13 | 0.9015 | -0.3219 | -0.1564 |
| 14 | 1.5282 | 1.0871 | 0.6097 |
| 15 | 1.3528 | 1.0580 | 0.9249 |
| 16 | 1.0628 | -0.2670 | 0.1481 |
| 17 | 0.9688 | -0.5242 | 0.1944 |
| 18 | 0.3315 | -1.3364 | 0.2856 |
| 19 | * | * | * |
| 20 | -0.0318 | -0.6514 | 1.2796 |
| 21 | 0.1335 | -0.4675 | 1.1937 |
| 22 | 0.3939 | -0.3633 | 0.9064 |
| 23 | 0.4069 | -0.4436 | 0.7392 |
| 24 | 0.7020 | 0.1400 | 0.8645 |
| 25 | 1.0024 | 0.1197 | 0.5255 |
| 26 | 0.9683 | -0.7737 | -0.2287 |
| 27 | 0.8574 | -0.8056 | -0.1516 |
| 28 | 0.7236 | -0.3850 | 0.3561 |
| 29 | 0.5719 | -0.1472 | 0.6655 |
| 30 | 0.6793 | 0.6167 | 1.1337 |
| 31 | 0.6750 | 0.5345 | 0.9834 |
| 32 | 0.7575 | 0.3343 | 0.6527 |
| 33 | 0.5115 | -0.1111 | 0.4706 |
| 34 | 0.9040 | 0.9486 | 0.8967 |
| 35 | 0.6982 | -0.2128 | 0.0972 |
| 36 | 0.9392 | 0.0842 | 0.0345 |
| 37 | 0.5121 | -0.2142 | 0.2110 |
| 38 | 0.1369 | -1.2320 | -0.3085 |
| 39 | -0.4615 | -1.8247 | -0.2430 |
| 40 | -1.1236 | -2.1664 | 0.0309 |
| 41 | -1.5430 | -1.6334 | 0.7068 |
| 42 | -1.7683 | -0.7653 | 1.3618 |
| 43 | -1.6369 | -0.1572 | 1.3880 |
| 44 | -1.5240 | -0.0740 | 0.9707 |
| 45 | -1.5352 | -0.0840 | 0.6188 |
| 46 | -1.5769 | -0.0009 | 0.4237 |
| 47 | -1.7001 | 0.1806 | 0.4067 |
| 48 | -1.7521 | 0.2012 | 0.1798 |
| 49 | -1.5308 | 0.9139 | 0.2556 |
| 50 | -1.6346 | 1.1434 | 0.2315 |
| 51 | -1.3964 | 1.4895 | -0.0181 |
| 52 | -1.1441 | 1.5443 | -0.4905 |
| 53 | -0.8987 | 1.4701 | -1.0049 |
| 54 | -0.6472 | 1.1944 | -1.6298 |
| 55 | -0.4424 | 1.1632 | -1.9307 |
| 56 | -0.4243 | 1.0811 | -2.0184 |
| 57 | -0.2144 | 1.5803 | -1.7895 |
| 58 | -0.0553 | 1.5600 | -1.8911 |
