Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
st: Correlation between stocks
From
André Gyllenram <[email protected]>
To
<[email protected]>
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
*
* 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/