Hi everyone,
I just started using STATA and I am wondering how can I compute covariances and variances for my variables at each date separately? I have to compute covariance of each portfolio return(45 portfolios in total) with cash-flow news variable at each t (877 months) and variance of my new variable (N_cf - N_dr) (cash-flow news minus discount rate news) also at each t (877 months) from my data set.
Any help from your side would be much appreciated!
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