Hi all,

I am working with a Panel-Data set that includes a number of variables (e.g. Credit, GDP) and 18 countries from 1970q1 till 2019q1. As of now, the data is structured in long format.
I now would like to calculate the correlation in one variable between individual and/or multiple countries, i.e. the correlation in Credit between Austria and Germany. Also I would like to figure out what the correlation coefficient for credit between Germany and Austria is over different intervals, e.g. before 1999q4 and after 199q4.

I used the pwcorrf package, that a user recommended, but it does not allow me to specify options or if/in commands.

Thanks for your help