st: re: rolling correlation help

[Christopher F Baum <baum@bc.edu>]

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Using clear, as below, seems to remove my data and replace it with the
rolling correlation results.  I want to keep the resulting
correlation, but along with the data already in use.  Does that make
sense?
rolling, window(65) clear: correlate var1 var2



If you use the saving() option on rolling: you will then get a new dataset, and as Nick said, you can merge it back on the original. But you might find it easier in the first place to use -mvcorr- on SSC, by Baum and Cox, which will do the moving correlation in place.

Kit

Kit Baum   |   Boston College Economics and DIW Berlin   |   http://ideas.repec.org/e/pba1.html
An Introduction to Stata Programming   |   http://www.stata-press.com/books/isp.html
An Introduction to Modern Econometrics Using Stata   |   http://www.stata-press.com/books/imeus.html


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