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2011 Nov 23
2
Correlation matrix removing insignificant R values
Hello. I have a large dataset with sales pr month for 56 products with 10 months and i have tried to see how the sales are correlated using cor() This has given me a 56X56 matrix with the R value for each product pair. Most of these correlations are insignificant, and i want only to retain the instances were the R value is significant (for 10 observations it should be above 0.64) Can someone