Enter historical parameters for Generalized Variance Chart

In Covariance Matrix, you can enter one or more matrices for estimating the covariance matrix. Each matrix must be a positive definite square matrix with the same number of rows and columns as columns of data. For example, if you have 3 variables, each matrix must have 3 rows and 3 columns. The elements on the matrix diagonal must be positive. Element (i,j) must equal element (j,i). If you enter only one matrix, all stages use that covariance matrix. Otherwise, enter a matrix for each stage.