Variances | Covariances | Correlation coefficients | |||
var(Y) | 5.97 × 10−6 | Cov(X1, Y) | 2.84 × 10−4 |
| 0.931 |
v(X1) | 15.6 × 10−3 | Cov(X2, Y) | 9.08 × 10−5 |
| 0.811 |
v(X2) | 2.1 × 10−3 | Cov(X3, Y) | 2.94 × 10−5 |
| 0.731 |
v(X3) | 2.7 × 10−4 | Cov(X1, X2) | 5.5 × 10−3 |
| 0.960 |
|
| Cov(X1, X3) | 186 × 10−3 |
| 0.986 |
|
| Cov(X2, X3) | 7.44 × 10−4 |
| 0.906 |