Hi,
I would like to export the following covariance matrix to excel:
Can someone help? Thanks.
I would like to export the following covariance matrix to excel:
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input int date double(r_EPS r_DGRO r_MGK r_IJH r_VOE r_VOT r_VO r_VBR r_VBK) 20356 -.02385333333333332 -.013421480878763162 -.02335984095427447 -.020722823396279642 -.031949250288350585 -.0317242729854107 -.03221311475409842 -.03043177551625332 -.04435133212111629 20363 .009561404706942984 .016078284213261008 .009541984732824428 -.001372237469305198 .0064339330394375316 .0023258165638588733 .004573558058778744 -.0015285845307244624 -.007528127068166749 20370 .040138364609688254 .03735795454545457 .02848141146817902 .041368337311058066 .04036936190363439 .02683615819209036 .03355534946463202 .05113288426209421 .03942652329749107 20377 .0066512597936981156 .0035014964495998697 .011640730302659023 -.005625390652128636 -.0009103322712789974 -.0007860090391039329 -.0008157272208174282 -.005049033886785086 -.005773857257417793 20384 .020816911964232635 .020740740740740744 .025678294573643467 .004400055873725349 .009567198177676577 .001081612586037359 .006204588129643278 .008197521225724636 -.0054040974350701865 20391 .004641350210970441 -.00007638835841413535 .008384506376948438 .0027814477435505573 -.0016922382671480786 .008938218249680744 .003164300202839761 -.00038718420288458283 -.000162192847295402 20398 .0035279294414111563 .0015278838808250247 .009368778545497097 .013799320435475907 .005198327494632252 .006911993769470483 .006632157877709424 .019269875084729438 .025387298239922095 20405 -.03466979157947596 -.02784134248665143 -.03817148161039555 -.038987688098495135 -.03338954468802697 -.04283090012568894 -.03872730194439975 -.0428462853885617 -.0423524758740706 20412 .032997190621531586 .02788936837975686 .039203860072376355 .030249110320284697 .028262386601535152 .03161616161616157 .030508191240387877 .026203473945409436 .02770559480877346 20419 .00223698623812782 .0037784961585289128 -.0004643064422519588 .014853195164076032 .007352109489876775 .011269950063644478 .009003163273582604 .015475384466582786 .020736216042436893 20426 -.004158291457286412 -.0018973456172837518 -.002090349552897371 -.012661674608577356 -.002357960925219043 -.007658717479497788 -.005225080385852136 -.013810839127535848 -.014094488188976427 20433 -.03773648378727292 -.03428571428571423 -.038752472943093356 -.040402647545504586 -.04355655599324694 -.03688164698995025 -.040565656565656534 -.047324705427854025 -.04145036338950561 20440 -.0029104193888118213 -.0008796844181460085 -.011622276029055615 -.011567753987642 -.006119086843963405 -.005774490933036098 -.005895729807125434 -.010036496350364911 -.0004999166805532601 20447 .025126332905284272 .023385463346454735 .024375306222439917 .026023115504833993 .028771015865498545 .022416955369879792 .025925612132508703 .026728110599078335 .023257752584194786 20454 -.011543394613082495 -.008873456790123472 -.007054884610785474 -.01296493092454844 -.010818275981125535 -.006278652581223935 -.008093153852506432 -.014861360462796819 -.010672097759674154 20461 -.05247837370242216 -.05488516932658622 -.06021194605009633 -.06352282515073208 -.06422338568935422 -.06318323137097581 -.06435767213387732 -.06580945631264554 -.07419301712779966 20468 -.031040731830901034 -.014579901153212633 -.02280881599179909 -.028588947650800983 -.03356956359567329 -.037041002034043397 -.03532657056415731 -.03338029695458977 -.04011384861691723 20475 .00973302491673214 .012287887653598617 .02216102806189349 .013649992109831182 .006432522835456066 .01678710394663692 .01106908956738311 .009193855813432083 .016771682727946647 20482 .01710889130465218 .025185796862097418 .005901218729955019 .023818790379076846 .023264732199923213 .003936146949486108 .012407627041328341 .02744139540051104 .007290622436890523 20489 -.030091743119266164 -.01852597664115978 -.04055605152404021 -.0294229453356649 -.020112429731417858 -.04051404922674798 -.027755249166441367 -.025843425605536336 -.04840314846647964 20496 -.006181422625803887 -.004103405826836332 -.007045061810447974 -.01284662384458719 -.017465578786333563 -.011464245175936333 -.015015293354342428 -.01576201576201578 -.025194903974139624 20503 .030142814312839876 .027606098063452895 .03279785809906296 .034994445326138796 .03438432593745953 .042255138362613305 .03811047332266865 .0319160933799481 .0488637471959427 20510 .01924542770953552 .011226944667201186 .01814646791963696 .026987656214061042 .024962368289011477 .02974661231684484 .02755620014503269 .027213114754098305 .03273200669518315 20517 .026741239977700518 .02339413164155432 .02253341820496494 .04471817842478544 .03695998041855355 .03284365802540068 .03475652787579391 .05096286839025435 .042139384116693615 20524 .011331682359744433 .01123595505617988 .009337649402390439 .005859654137487446 .015106809866635207 .012844416822042622 .014151747655583944 .008604980765337056 .0025920165889062674 20531 .01774770842426892 .01379310344827584 .016652275811027614 .015629440181869972 .009417509591907779 .009715688279811851 .009751176866173595 .014955334738532663 .01111685625646322 20538 -.01729668991190832 -.0128495842781557 -.006187818490657669 -.014339675433687823 -.012439530062197631 -.008913197609642556 -.011072261072261058 -.014438291139240585 -.01704593880507969 20545 .018766393317418258 .017611026033690556 .023806617018679074 .028103044496487175 .019127595054816895 .029943791517629097 .024665375873389954 .02358017258679519 .03598369895083678 20552 -.01245325211088396 -.011286681715575515 -.00894347722394467 -.017256850969835025 -.01934081025406269 -.010121055765032704 -.01487019388761093 -.018723654543672294 -.011131570137261453 20559 .017672626948803997 .016742770167427614 .01275418120563112 .02718269298307231 .020305753296767523 .013131515637529952 .016679176048703195 .031478521478521586 .02268303004655093 20566 .007531969309462928 .008233532934131827 -.0026137578709753933 .008205689277899265 .011895230470090267 .0063322449787276205 .009351160692314007 .011806181053936465 .012827940081105662 20573 -.023818891808078217 -.008166295471418054 -.017272185824895803 -.010919696147585358 -.005538600655589408 -.014157899911513104 -.009670865501828507 -.004307456686130017 -.014626572969439386 20580 -.002058620854045924 -.0022455089820358804 -.0007272727272727549 -.005485839676335536 -.012161854967038047 -.004188690535554021 -.008616445100935476 -.008171505479715385 -.013516875362799649 20587 -.007478437605857681 -.004501125281320367 -.002911208151382762 -.00813624767289531 -.004602462317339679 -.005908863294942306 -.0048009270755732 -.013085199185809911 -.006809011432414157 20594 .0083486479390916 .0022607385079126707 .0024330900243309346 .007438303788668705 .006588833660848377 .005138021358049475 .005739000249521731 .005794539383225333 .01074904782056704 20601 .02192251614247041 .02142857142857144 .024878640776698994 .03001656086116494 .022737712448323427 .026761551568607815 .024644392987098942 .02743872668684701 .03274158432423377 20608 -.0015583864118895853 .002944423997055513 .0005920663114268462 .004689488845715741 .008196721311475454 .003709488481062041 .005649717514124202 .008743584869796633 .012081407605610921 20615 -.0033257773260241008 .0007339449541284248 -.004970414201183452 .0005334400213376843 -.0012250807439581181 -.006613499319198528 -.003451043338683729 .00084793668739404 -.004967152699887761 20622 -.009485771342985398 -.009534286762009462 -.012844909609895318 -.012795734755081745 -.014384478144513895 -.012336009398864353 -.013932511878875767 -.016473689165019297 -.01690821256038654 20629 -.019795113041080867 -.02147352832284346 -.02289156626506031 -.01876729899412679 -.01697024550288494 -.01595955590800951 -.017151257758902274 -.016079632465543708 -.012366912366912293 20636 .027398223554385526 .032917139614074956 .03378545006165239 .02992776057791534 .027506042122223507 .030522816560894544 .02974904437427288 .027918287937743237 .030848329048843177 20643 .010548965422835593 .012454212454212448 .017175572519083943 .013026052104208532 .009184587813619995 .01867057673509283 .014122014202711426 .009084886912084733 .020432788995253737 20650 .01756740167546444 .014471780028943509 .011257035647279477 .015825914935707258 .01920088790233079 .013050570962479604 .015755550250656513 .024946075213354693 .012455656286953193 20657 .006926446545720754 .0049928673323823315 .007305194805194918 .005387861084063512 .008276162474137047 .009389030974708784 .009009009009009052 .004574983987556043 .010978743284279347 20664 -.001437731359069154 -.00354861603974455 .006101070565212399 .0045196280991736636 .002376066529862824 .005337777727728254 .0037267080745340816 .0037344020402586445 .005545286506469492 20671 .005792304509722673 .0014245014245015209 .005491990846681805 .002378197711787994 .000538735050102329 -.003313730981050964 -.0013149752475246556 .003629764065335676 .004212622549019695 20678 .0014273961332785209 .0014224751066856027 .002730996813837154 -.0025649246553381038 .00452293775576138 -.00032779208616259234 .0020137866935170854 -.0030741410488244955 .00030508733124850915 20685 .004189823657716066 .0010653409090909496 -.0012482977757603203 .0035358405657343805 .006968267581475189 .0021547685965898817 .005024348767102154 .006439325231271483 .001296225695768109 20692 -.006544850634236938 -.004966300106420737 -.007840018179752436 -.0017930813581037658 -.005748961992973557 -.002711040478638796 -.004537763421012178 -.002973776696404418 -.0009137983551629954 20699 .007954971239402675 .005704099821746886 .0028630325240494733 .013668968252491124 .009744083949030908 .004874390701162317 .007571660356949623 .012201735357917519 .013490853658536665 20706 -.020694528980919138 -.027295285359801472 -.024780175859312407 -.03260525482747691 -.026299045599151687 -.03087686567164181 -.028448738593666083 -.02652022502009107 -.029104309242686355 20713 .005827316222631064 0 .015690866510538515 -.004123036649214816 .0008712698758441789 .004331504475887986 .002446724546172078 -.004127682993946091 .005189775367931959 20720 .010728652594036455 .011661807580174937 .008415955729767166 .01971479266609713 .013492927094668062 .014951121334100079 .014172112432091937 .01547388781431341 .020806041457964 20727 -.0036271577280206154 -.005043227665706072 .00011432491139825215 -.002964490558741893 .004616706033927342 .004627006610009394 .004890924617653874 .0037188208616779736 -.005208726504114122 20734 -.007000695951538782 -.006154960173787172 -.0067443987197074 -.011440760131859674 -.010900929785187518 -.014475044647053353 -.013056242274412839 -.012289896981745884 -.014038549096979772 20741 -.007157875529272195 -.010775956284153 -.008861779261134722 -.009546227278671427 -.015018908698001087 -.015069146399618488 -.014951076320939309 -.010338517840805082 -.019087200800431033 20748 .0022179802595580157 .002423197884673436 .008128193218764382 .005347240559809892 .006472136902150104 .0040670088118524425 .0055626191989828575 .005916612739206809 .0014123185562965289 20755 .0044261434203836485 -.0003673769287288027 -.013476157567380645 -.017532339615207747 -.009155313351498674 -.01620214099720313 -.012170064801643798 -.018840180130502683 -.0267962077881376 20762 -.01799585062240671 -.015803013597941923 -.022533566841798094 -.01350086886779849 -.015509844901550947 -.016665032839917684 -.016559999999999946 -.014893218433870394 -.02101280090169873 20769 .042486573735649485 .048170276325616095 .02281414237935973 .057384823848238474 .04558659217877093 .03299770710796533 .0398600829740502 .07644765617571543 .06241776315789477 20776 .015600807399541105 .005343783398646191 .006189419595936017 .027936182482219605 .02126522761273771 .01862574792511091 .019791911131972272 .028089391396519805 .02322161157984364 20783 .014499116004900982 .013819985825655584 .011606313834726092 .021380041139437804 .018729726901747477 .015442918048318424 .01741331696839507 .025002147950854856 .021181632498676235 20790 -.007525570416994563 -.003844809507165307 -.018815970628728782 -.00872696204076655 -.006984387838948157 -.026870684829259278 -.016436703611550984 -.007376362112321839 -.024298096155270767 20797 .03442507937388771 .028771929824561414 .030753040224509 .041802622668226264 .03692594124948276 .03461169702780441 .036335760827903484 .04855598716433035 .04213803052160035 20804 .001766473031589563 -.0010231923601637495 .0009075439591605025 -.014182720718591217 -.01586034912718208 -.008710962839403185 -.013166654338338643 -.01634855440122414 -.018140754771965473 20811 -.006628849456648591 -.004096961420279872 -.002946843477275361 -.0017983455221195477 -.0047638353942833864 -.002617556324203058 -.003522974289783366 .00032749304077293477 -.004303628403947559 20818 -.008344243357720426 -.009256085018855095 -.009776060020461514 -.007086235887581112 -.010184336490477645 -.009560408660605455 -.009854069505039885 -.00965788181371752 -.007824726134585375 20825 .015997949777310054 .010972318339100345 .02548501894156812 .012640619329865752 .01749151147237373 .02365855966688748 .020056218187343423 .011074380165289284 .016523959741625488 20832 -.001910927831899392 -.002296600278603966 .0031344453151237114 .004121125246371604 -.003337041156840917 .004899694924655645 .0007447680047664728 -.00024521824423738055 .01086153391458548 20839 -.004223577749441985 -.0006861063464836904 .0015623256332998614 -.007197240066619128 -.003145292207792231 .002667893284268556 -.000520949616729874 -.007603630120186467 -.009794605657481203 20846 .010713324360699899 .009268795056642623 .012033426183843992 .01258163081900422 .012417302798982177 .012294705936324465 .012062546537602204 .011451639479321145 .01136783051598134 20853 .004303063507282081 .0037414965986395576 .00495431024991746 .006685994911543669 .009349552628933415 .0018127435874195853 .005738669805768108 .0026879530830007194 .008758484782132816 20860 .008451814052514228 .009827177228058256 .012817703768624032 .00799341718584703 .008366533864541725 .013480503030851305 .011046086320409798 .006904955320877405 .011576586354098794 20867 .01841486412369732 .020134228187919392 .01633315305570569 .008513119533527742 .010865270644014309 .007052312087127355 .009188915418565818 .007503025413473115 .010657320649452894 20874 .00897454813721879 .009210526315789511 .006598552575564119 .0014454209065679925 .0038108266562438984 .003457140324439328 .003943217665615224 -.0005605381165918736 -.0026893135173391637 20881 .00828784826693662 .006192959582790133 .008987100866990998 .001962935165406174 .0035043317434050366 -.001855123674911731 .0009283724916089084 0 .00319330116378099 20888 -.004129804205946245 -.0012957563977973015 -.0008383108037306141 -.015672716796312294 -.010185275002425038 -.00424816355429675 -.00756278538812787 -.020831664129476873 -.016976727735728978 20895 .004398148990937888 .0019461563412261523 .005663345568956542 .011063630509863526 .0069580556644452535 .00871033685894578 .007836089144500385 .014155961050650553 .01503921709721525 20902 -.01739231301813545 -.01877630301068313 -.008864323704244387 -.023506252894858744 -.021313868613138665 -.013305137016477142 -.014551679863042956 -.02912699693400032 -.020842194810718827 20909 .0018297789140115188 .00461893764434182 .007049663299663168 .015178465551998116 .013524264120922827 .008662261118056786 .007889974665218989 .02102551317211004 .018462206776715777 20916 -.00392904881668244 -.003940886699507422 -.001253787483021527 -.006950122649223209 -.005592621664050308 -.004072598494909322 -.004740017236426289 -.01017418199576754 -.010094547522570467 20923 -.007090573012939025 -.011539729640619778 -.008892143529658003 -.015291419161324439 -.011642821904291984 -.009245266245888454 -.010535430798095019 -.015623715155003748 -.009335727109515342 20930 .00539500040955834 .01067378252168113 .012560692421363859 .02162097593023953 .011380652890086858 .018034993270524817 .014366977829638264 .021635619413582854 .021964479884015956 20937 .015068640267228588 .014521452145214445 .02178671948295621 .009003215434083554 .009969400848879586 .016305305834655462 .012797469264505005 .008585445625511015 .011349127535820847 20944 .006140094855891958 .005530253741054057 .008161599673535984 .004519381192421352 .0005863956215793811 .00988639320093661 .00475615816000559 -.0004864207539520719 .0058914293729834125 20951 -.0047319813041412214 -.004852798447104451 .0034405990690144043 -.010901540058833793 -.009181480757960518 -.006440532417346501 -.007983608873816557 -.015816367913050553 -.004671593919955289 20958 -.0010128316294930435 -.003250975292587822 -.0037313432835819923 -.0036738978306507784 -.00463328075709778 .004321521175453759 -.00042731999145361637 -.009230262073512482 -.0033625218914184922 20965 .011699489423778206 .013698630136986242 .020649863346492478 .008604038630377517 .014855897791423196 .011703958691910495 .013537584609903853 .00856762601896524 .012933155268152129 20972 .009704118122044117 .01093951093951105 .014083110185460693 .014275766016713138 .009758953840148335 .015311330384484494 .01223198594024611 .011711340206185581 .015960030532232203 20979 -.0027383077472332177 .000636537237428376 -.014865525672371599 .004291108822519739 -.00028993911278632587 -.00854557640750667 -.00402805750399342 .009456264775413684 -.004439587459872998 20986 .0009988078744724927 .0028625954198473235 -.0003971011615209595 -.002107901783170994 .0032869296210363825 0 .002161634474583378 -.005006864249374179 -.0030186608122941667 20993 .002578573165672394 .0012686330478908704 .00873969609693113 -.005195250057090641 -.01040662940836383 .005577150583065714 -.003966045087670423 -.006574141709276748 .012455271125791373 21000 -.009153399706777254 -.007918910357934747 -.01486659446687005 -.0017216642754663493 .0016553067185978744 -.011092436974789859 -.004400977995109992 .004166666666666592 -.009515394549038304 21007 .006588255624318217 .0019157088122604955 -.0002998201079352502 .0009198045415350676 .0013609409934869307 .0005098572399727062 .001262980634296789 -.0004068017248392902 -.0006862005077883368 21014 .01181343147458655 .00828553218610585 .021693491952414292 .010280856929527264 .012134744199592273 .014438593511126235 .013945339873861312 .010011395083835292 .012978095172698035 21021 .0018593142453164283 .0022123893805309825 .010176125244618316 .005230244457077814 .005658929599079121 .007116543871399938 .005874628516137911 .0058828269804173565 .007795553145336071 21028 -.00009879121887196586 -.002838221381267734 -.0021309569934133948 -.006277570410586955 -.0031473533619456205 -.0012469864494139636 -.0023361275250790396 -.004085883672488311 -.0025559965023205455 21035 .0032992469953915977 .00600885515496514 -.0014560279557366675 -.005918843549029767 .0006697282816686509 -.010987181621441713 -.004545454545454523 -.004665754967420145 -.012745296378717286 21042 -.00964362209099895 -.009745363093366826 -.010790317876932045 -.02278582469800189 -.01740128119323078 -.019104527857263055 -.01840321018403208 -.026347692556372787 -.019808743169398946 21049 -.00029830498844061733 -.006666666666666694 -.0036360062893082204 -.010896947682933887 -.009535856767539066 -.0018876018876018779 -.0062729066817027515 -.011621150493898943 -.008083623693379767 end format %tdnn/dd/CCYY date
Code:
findname date, not local(ETF) corr `ETF',cov
Comment