HomeTroubleshooting@RISK for Excel: Simulation"The correlation matrix at ... is not self-consistent."

4.46. "The correlation matrix at ... is not self-consistent."

Applies to: @RISK 4 and later

When my simulation starts, I get this message:

Warning
The correlation matrix at ... is not self-consistent. @RISK can generate the closest self-consistent matrix. OK generates a corrected matrix and continues, Cancel stops the simulation.

It's tempting to click OK, but that may not generate the matrix that best represents your correlations.

If you have @RISK 5.5 or later, please see How @RISK Adjusts an Invalid Correlation Matrix for information on using an adjustment weight matrix.

If you have @RISK 5.0 or earlier, or you just want to adjust the matrix yourself, see How @RISK Tests a Correlation Matrix for Validity.

Last edited: 2015-03-12

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