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st: generating a variable with correlations


From   Stefano Bonini <[email protected]>
To   [email protected]
Subject   st: generating a variable with correlations
Date   Mon, 8 Jun 2009 16:43:34 -0400 (EDT)

Hi
I have a dataset with time-series of observations on different items (say, accounting items) of the same company for a panel of companies.
I need to generate a variable with correlations of these items within the same company over time.
I will then study the effects on this variable of some exogenous macro factors.
Unfortunately, it seems I cannot use egen,pwcorr and corr commands as they just generate results and not a variable. 
Is there any way to do this without writing a program?

Thanks!

Stefano

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