st: Rolling correlations

From	"kelly johnson" <[email protected]>
To	[email protected]
Subject	st: Rolling correlations
Date	Fri, 06 May 2005 14:44:25 -0400

hi,

how can you calculate rolling correlations in stata? e.g. suppose i have data like this:

date var1 var2

i want to create a variable that shows the rolling correlation between var1 and var2. how do i go about doing this?

thanks!

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Follow-Ups:
- Re: st: Rolling correlations
  - From: Cameron Hooper <[email protected]>