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RE: st: Rolling correlations


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Rolling correlations
Date   Sun, 8 May 2005 23:14:29 +0100

In Stata 9, look at -rolling-. 

Nick 
n.j.cox@durham.ac.uk 

Cameron Hooper
 
> Have a look at -mvcorr-.
> 
> . ssc describe mvcorr

kelly johnson

> > how can you calculate rolling correlations in stata? e.g. suppose i 
> > have data like this:
> >
> > date var1 var2
> >
> > i want to create a variable that shows the rolling 
> correlation between 
> > var1 and var2. how do i go about doing this?

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