Roll’s liquidity measure/ Autocovariance

[Sohale mansour]

Hello All, I am trying to construct a Roll’s liquidity measure which is obtained by estimating the autocovariance between the return and its lag. [cov(Rt,Rt-1]. I have a panel data and I want to do it for each observation within the ID. I am finding difficulty finding the covariance for each observation by ID.
Any help please,,
Date Company id return
20130102 A 1 111.716
20130103 A 1 115.922
20130104 A 1 108.479
20130107 A 1 111.5915
20130108 A 1 106.856
20130109 A 1 112.1237
20130110 A 1 111.9822
20130111 A 1 101.321
20130114 A 1 109.4726
20130115 A 1 109.4586
20130116 A 1 108.4877
20130117 A 1 109.2964
20130118 A 1 120.618
20130122 A 1 109.8271
20130123 A 1 111.8258
20130124 A 1 106.8835
20130125 A 1 108.513
20130128 A 1 111.212
20130129 A 1 109.001
20130130 A 1 109.0388
20130131 A 1 104.5057
20130201 A 1 105.9085
20130204 A 1 108.8628
20130102 AA 2 107.0028
20130103 AA 2 110.5162
20130104 AA 2 111.209
20130107 AA 2 110.608
20130108 AA 2 111.352
20130109 AA 2 111.782
20130110 AA 2 111.8472
20130111 AA 2 111.7737
20130114 AA 2 107.7158
20130115 AA 2 111.2592
20130116 AA 2 111.2197
20130117 AA 2 111.232
20130118 AA 2 111.5517
20130122 AA 2 111.416
20130123 AA 2 111.8802
20130124 AA 2 111.9762
20130125 AA 2 111.4443
20130128 AA 2 107.4102
20130129 AA 2 110.5802
20130130 AA 2 110.3593
20130131 AA 2 110.1193
20130201 AA 2 110.7935
20130204 AA 2 110.6816
20130205 AA 2 110.8623
20130206 AA 2 110.7293
20130207 AA 2 110.3141
20171102 AABA 3 139.24
20171103 AABA 3 137.7277
20171106 AABA 3 139.55
20171107 AABA 3 141.2723
20171108 AABA 3 139.9508
20171109 AABA 3 137.6081
20171110 AABA 3 137.3237
20171113 AABA 3 137.65
20171114 AABA 3 135.1475
20171115 AABA 3 134.1347
20171116 AABA 3 137.5306
20171117 AABA 3 137
20171120 AABA 3 127.5
20171121 AABA 3 140.5
20171122 AABA 3 140
20171124 AABA 3 140.88
20171127 AABA 3 140.3461
20171128 AABA 3 139.2217

[Sohale mansour]

I found the answer in this post.
Thanks for all the help.