In Stata 9, look at -rolling-.
Nick
[email protected]
Cameron Hooper
> Have a look at -mvcorr-.
>
> . ssc describe mvcorr
kelly johnson
> > 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?
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