* mvcorr_X.do    24jun2004 CFBaum
* Program illustrating use of mvcorr
webuse grunfeld, clear
drop if company>4
mvcorr invest mvalue, win(5) gen(rho)
forv i=1/4 {
	tsline rho if company==`i', nodraw ti("Firm `i'") name(comp`i',replace)
	local g "`g' comp`i'"
	}
graph combine `g', ti("Investment vs Market Value: Moving Correlations by Firm")