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st: new routine mvcorr

From   Kit Baum <>
Subject   st: new routine mvcorr
Date   Wed, 21 Apr 2004 13:41:21 -0400

A question from Nathalie Carcenac stimulated the development of routine -mvcorr-, which will calculate a MoVing-window CORRelation for a time series or panel of time series. It may also be used to generate a moving-window autocorrelation in that context. The routine complements our earlier moving-window descriptive statistics routine, mvsumm (MoVing-window SUMMarize). mvcorr is available from SSC via

ssc install mvcorr

and requires Stata version 8.2.

Kit Baum and Nicholas J. Cox

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