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Covariance Matrix
Y1.1 Y1.2 Y1.3 Y1.4 Y1.5 X1.1
——– ——– ——– ——– ——– ——–
Y1.1 2.72
Y1.2 1.45 2.31
Y1.3 1.88 1.94 3.13
Y1.4 0.39 0.41 0.54 0.93
Y1.5 1.50 1.48 2.04 0.62 2.49
X1.1 0.90 0.79 0.97 0.32 1.20 1.98
X1.2 0.77 0.85 1.14 0.33 1.29 1.40
X1.3 0.50 0.27 0.39 0.25 0.51 0.49
X1.4 0.72 0.55 0.73 0.34 0.92 0.71
X1.5 0.57 0.68 0.87 0.23 0.93 0.50
X1.6 0.40 0.57 0.74 0.19 0.77 0.24
X1.7 0.84 0.59 0.97 0.29 1.01 0.76
X1.8 0.94 0.65 0.79 0.41 0.92 0.57
X1.9 1.04 0.58 0.77 0.34 0.80 0.55
X1.10 1.03 0.83 1.11 0.39 1.01 0.54
X1.11 0.62 0.68 0.76 0.30 0.63 0.52
X2.1 1.34 0.91 1.68 0.42 1.38 1.08
X2.2 0.84 0.51 1.17 0.21 1.19 1.00
X2.3 0.78 0.61 0.92 0.45 0.98 0.88
X2.4 0.48 0.48 0.80 0.36 1.06 0.88
X2.5 0.42 0.27 0.61 0.33 0.89 0.84
X2.6 0.73 0.56 1.08 0.33 1.38 0.89
X2.7 1.00 1.23 1.23 0.26 1.26 1.05
X2.8 0.93 0.66 0.96 0.42 1.10 0.70
X3.1 0.84 1.18 1.47 0.34 1.35 0.96
X3.2 0.77 0.88 1.21 0.45 1.29 0.86
X3.3 0.91 0.63 0.94 0.49 1.10 0.66
X3.4 1.08 0.94 1.19 0.59 1.22 0.63
X3.5 1.27 0.78 1.33 0.53 1.46 0.89