Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: creating AR(1) correlation matrix

From   "Lachenbruch, Peter" <>
To   "" <>
Subject   st: creating AR(1) correlation matrix
Date   Thu, 16 May 2013 14:56:35 +0000

I need to create a correlatoin matrix of rho^(i-j) where i and j are row and column indexes.  Is there a simple command in Stata that will do htis?  I can do it in a foreach loop (although i've been messing it up so far).  This is for a simulation and the dimension of the correlation is 50 or 100 so i don't want to do it manually.

Peter A. Lachenbruch,
Professor (retired)
*   For searches and help try:

© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index