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st: creating AR(1) correlation matrix
From
"Lachenbruch, Peter" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: creating AR(1) correlation matrix
Date
Thu, 16 May 2013 14:56:35 +0000
I need to create a correlatoin matrix of rho^(i-j) where i and j are row and column indexes. Is there a simple command in Stata that will do htis? I can do it in a foreach loop (although i've been messing it up so far). This is for a simulation and the dimension of the correlation is 50 or 100 so i don't want to do it manually.
Peter A. Lachenbruch,
Professor (retired)
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