That was quick - thank you very much!
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> -----Original Message-----
> From: [email protected] [mailto:owner-
> [email protected]] On Behalf Of Martin Weiss
> Sent: 23 September 2009 10:26
> To: [email protected]
> Subject: st: AW: correlation between time-series of panel data
>
>
> <>
>
>
>
> *************
> clear*
>
>
> inp str1 Category timestep value
> A 1 5
> A 2 6
> A 3 7
> B 1 8
> B 2 8
> B 3 10
> end
>
> compress
>
> reshape wide value, i(timestep) j(Category) string
> list, noobs
> *************
>
>
>
> HTH
> Martin
>
> -----Ursprüngliche Nachricht-----
> Von: [email protected]
> [mailto:[email protected]] Im Auftrag von Christian
> Winzer
> Gesendet: Mittwoch, 23. September 2009 11:21
> An: [email protected]
> Betreff: st: correlation between time-series of panel data
>
> Hello,
> I have spent the past day searching (the archive, faqs, the web) but
> haven't
> found a way to calculate the correlation coefficients between time-
> series
> belonging to different categories in a panel data set.
>
> The data has the format:
>
> Category timestep value
> A 1 5
> A 2 6
> A 3 7
> B 1 8
> B 2 8
> B 3 10
>
>
> In this example I would thus calculate the correlation between the
> timeseries of 'value' for category A and category B.
> So one option would be to change the data format to the following:
>
> timestep valueA valueB
> 1 5 8
> 2 6 8
> 3 7 10
>
> Then the standard correlate valueA valueB works.
> Unfortunately I don't know how to do that transformation.
>
> I have thus tried the following direct solutions, but without success:
> 1) correlate value, by(category) -> 'option by() not allowed'
> 2) by category: correlate value -> only produces correlation of 'value'
> within each category (=1), instead of across categories A and B
> 3) statsby, by(category): -> 'no; data in memory would be lost'
>
> Thank you very much for your help,
>
> Christian
>
> *
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>
> *
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