Is there any automatic procedure in Stata to do the following:
I have a fairly short time-series data (3 years) for four variables A, B, C, D for one subject and I would like to know which of the time-series patterns of A, B, or C most closely resembles the time-series behavoir of D. Bascially what I would be looking for is something to measure the similarity between two time series of the same subject.
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