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Re: st: Correlation between stocks
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: Correlation between stocks
Date
Thu, 6 Sep 2012 09:24:56 +0100
You must -reshape- first to get different stock values as variables.
. reshape wide value , i(date) j(stock) string
Nick
On Thu, Sep 6, 2012 at 9:11 AM, André Gyllenram <[email protected]> wrote:
>
>
> Hello,
>
>
>
> I want to compute the correlation
> between different stocks. My data is in this format:
>
>
>
> STOCK VALUE DATE
>
> Stock1 7 20000101
>
> Stock1 9 20000102
>
> Stock2 19 20000101
>
> Stock2 66 20000102
>
> Stock3 44 20000101
>
> Stock3 88 20000102
>
> Stock183 55 20000101
>
> Stock183 51 20000102
>
>
>
>
> I want to compute the correlation between Stock1 and
> Stock2, Stock1 and Stock3, Stock3 and Stock2 and so on. Anyone knows how
> to do this?
>
>
>
> Kind regards
>
> Andre Gyllenram
>
>
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