st: Correlation matrix on a subset of panel data

[John Hund <jhund@tulane.edu>]

I have what is probably a very simple question.  I have a panel data  
set that contains company identifiers and monthly returns (among  
other things) and I need to generate a correlation matrix of the  
returns over a specific time period. The data is already tsset with  
panelid and a datevar. I'm pretty sure that my problem is just that I  
don't know how to correctly specify the "variables" that get passed  
to something like corr or pwcorr, since these are each the  
intersection of the return and a particular firm identifier. I've  
been thinking of using by or foreach, but in some cases there could  
be 200-300 firms in each subset. Help?

Thanks,
John

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