Hello everyone,
I got some time series data and try to calculate correlation coefficients using a rolling windows of 10 years. I found a command "mvcorr" in stata. But after using this, it gave me a list of coefficients matched with each year(except for the first 9 years). My question is, because the paper I followed did not specify whether they got correlation coefficients like what I got here. I know that when we type pwcorr in stata, it gives you only one correlation coefficient for every two combination of variables.
Now I am confusing about the two kinds of correlation coefficients i got ... any one can help? Thanks.
I got some time series data and try to calculate correlation coefficients using a rolling windows of 10 years. I found a command "mvcorr" in stata. But after using this, it gave me a list of coefficients matched with each year(except for the first 9 years). My question is, because the paper I followed did not specify whether they got correlation coefficients like what I got here. I know that when we type pwcorr in stata, it gives you only one correlation coefficient for every two combination of variables.
Now I am confusing about the two kinds of correlation coefficients i got ... any one can help? Thanks.
