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st: Correlation between stocks


From   André Gyllenram <a_gyllenram@hotmail.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Correlation between stocks
Date   Thu, 6 Sep 2012 10:11:37 +0200


Hello,

 

I want to compute the correlation
between different stocks. My data is in this format:

 

STOCK      VALUE     DATE

Stock1       7       20000101

Stock1       9       20000102    

Stock2       19      20000101   

Stock2       66      20000102

Stock3       44      20000101

Stock3       88      20000102

Stock183     55      20000101

Stock183     51      20000102

                            


I want to compute the correlation between Stock1 and
Stock2,  Stock1 and Stock3, Stock3 and Stock2 and so on. Anyone knows how
to do this?

 

Kind regards

Andre Gyllenram

 		 	   		  
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