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From |
"Martin Weiss" <martin.weiss1@gmx.de> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: AW: correlation between time-series of panel data |

Date |
Wed, 23 Sep 2009 11:26:14 +0200 |

<> ************* clear* inp str1 Category timestep value A 1 5 A 2 6 A 3 7 B 1 8 B 2 8 B 3 10 end compress reshape wide value, i(timestep) j(Category) string list, noobs ************* HTH Martin -----Ursprüngliche Nachricht----- Von: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Christian Winzer Gesendet: Mittwoch, 23. September 2009 11:21 An: statalist@hsphsun2.harvard.edu Betreff: st: correlation between time-series of panel data Hello, I have spent the past day searching (the archive, faqs, the web) but haven't found a way to calculate the correlation coefficients between time-series belonging to different categories in a panel data set. The data has the format: Category timestep value A 1 5 A 2 6 A 3 7 B 1 8 B 2 8 B 3 10 In this example I would thus calculate the correlation between the timeseries of 'value' for category A and category B. So one option would be to change the data format to the following: timestep valueA valueB 1 5 8 2 6 8 3 7 10 Then the standard correlate valueA valueB works. Unfortunately I don't know how to do that transformation. I have thus tried the following direct solutions, but without success: 1) correlate value, by(category) -> 'option by() not allowed' 2) by category: correlate value -> only produces correlation of 'value' within each category (=1), instead of across categories A and B 3) statsby, by(category): -> 'no; data in memory would be lost' Thank you very much for your help, Christian * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**st: RE: AW: correlation between time-series of panel data***From:*"Christian Winzer" <christian.winzer@gmx.de>

**References**:**st: correlation between time-series of panel data***From:*"Christian Winzer" <christian.winzer@gmx.de>

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