st: covariance matrix

[David Kantor <kantor.d@att.net>]

Hi everyone,
How can I capture the covariance matrix of a set of variables?
If I do
 corr varlist, cov
I get returned scalars of the variance and covariance of the first 
two variables. I though I should be able to get the whole matrix.

Am I missing something?

I suppose I can compute the covariance of each pair of variables and 
deposit the results into a matrix, but I thought that I wouldn't need 
to do that.
Thanks if anyone can help.
--David

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