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st: correlation matrix

From   Amin Mohseni <>
Subject   st: correlation matrix
Date   Sat, 17 Apr 2010 17:21:37 -0400

Dear All;
I am trying to calculate the correlation matrix for the residual from
an xtreg model of countries and years that also includes its
significance level. How do I do that? a hypothetical residual vector
looks like

year    Country    Residual
1990   C1            1
1991   C1            2
1992   C1            -3
1990   C2            -4
1991   C2            2
1992   C2            5

and I am trying to get the correlation matrix of residuals between C1
and C2, alongside their significance.

Many Thanks
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