I would like to do a correlation analysis with some lag values and -estpost correlate- command is not allowing me. See the following example and Stata output
Code:
clear input float(nw_ta_w ncfo_ta_w nsales_ta_w sgrowth_w epu gdpgrowthannual) .4019108 . .23471336 . 4.08252 7.92294 .7736356 . .6010075 . 4.73533 5.24134 .8142944 . .6521608 .2059235 5.20827 5.45636 .8879426 . .5413118 -.16056538 5.14044 6.38611 .9125854 .10410397 .3679891 -.25752136 4.76683 7.41023 .8879166 .20576502 .3546519 .02453534 4.59869 7.99625 .9008306 -.04165618 .3015354 -.13062409 4.24885 8.25631 .8642498 .20234244 .25131065 . 4.13127 6.11959 .8552278 -.013739946 .10154156 -.5965379 4.03485 5.02387 .3254392 .02264151 .6785946 . 4.08252 7.92294 .26757336 .09763779 .8091625 .08379676 4.27638 7.92343 .27177277 .0724189 .9003904 .1834749 3.86614 8.06073 .28115016 .07324577 1.028399 .2992973 4.00362 7.66082 .29067865 .0705233 1.0913737 .2286274 4.27017 3.0867 .2958526 .0011566423 1.1359055 .28760064 4.95791 7.86189 .26267603 .02064785 1.1164993 .2860571 4.61611 8.49758 .22477573 .037042636 1.1842557 .3289221 4.73533 5.24134 .2258242 .04627158 1.0306907 .11762699 5.20827 5.45636 .23978047 .14465947 .9813608 .04851121 5.14044 6.38611 .23200424 .07204539 .900583 .04909934 4.76683 7.41023 .2118366 .07435103 .9473828 .07889085 4.59869 7.99625 .25135386 .05508183 .9988032 .071100876 4.24885 8.25631 .3203966 .14464413 .9750096 .06937658 4.33206 7.04382 .3460236 .1310421 1.0097146 .07725708 4.13127 6.11959 .380552 .11390536 1.0912343 .1339678 4.03485 5.02387 .06603773 . .8962264 . 4.00362 7.66082 .13033709 . 1.1235955 4.263158 4.27017 3.0867 .15769944 -.05565863 1.7254174 .86 4.95791 7.86189 .4950419 -.09610984 1.197559 .688172 4.61611 8.49758 .2573244 -.14789976 1.1595483 1.0923567 4.73533 5.24134 .2329354 .06978879 .9292929 -.07579907 5.20827 5.45636 .2398548 .0752227 .9056417 -.09584982 5.14044 6.38611 .26362625 .04746014 .7960697 -.21785066 4.76683 7.41023 .3291477 .1605784 .9817352 .20167677 4.59869 7.99625 .3622575 .2835979 .8606702 -.05426357 4.24885 8.25631 .5888998 -.08497053 .7937132 .3245902 4.33206 7.04382 .6247299 .13565426 .8945978 .1528465 4.13127 6.11959 .5465875 .02354105 .8195845 .11191621 4.03485 5.02387 .9482758 -.50208783 .6465517 . 4.95791 7.86189 .3243243 -.50208783 1.358108 1.68 4.61611 8.49758 .02857143 . .17142856 . 4.08252 7.92294 .75 . .27272728 . 4.08252 7.92294 .78 .12 .14 -.4166667 4.27638 7.92343 .8050847 .12711865 .18644068 .57142866 3.86614 8.06073 .8308824 . .1617647 0 4.00362 7.66082 .8626373 . .12087912 . 4.95791 7.86189 .8708134 . .10526316 0 4.61611 8.49758 .8855932 . .09322034 0 4.73533 5.24134 .8939394 . .08333334 0 5.20827 5.45636 .9146006 . .06887052 . 4.59869 7.99625 .6538461 . .14102565 . 4.95791 7.86189 .7727273 . .1060606 -.3636364 4.61611 8.49758 .9964158 0 . . 3.86614 8.06073 .9964176 . .0005117708 . 4.00362 7.66082 .9964194 .00051150896 .0010230179 1 4.27017 3.0867 .9964231 .0005109862 .0015329587 .50000006 4.95791 7.86189 .9970902 .020045264 . . 4.61611 8.49758 .9973466 -.0011792453 . . 4.73533 5.24134 .8168731 -.44357195 . . 5.14044 6.38611 .8312451 .42726 . . 4.76683 7.41023 .528989 .3847651 .7779762 . 4.59869 7.99625 .4645638 . .7731416 .3001854 4.24885 8.25631 .5242226 -.09276458 .8288569 .19553304 4.33206 7.04382 .6938136 .04361578 1.0412152 .21501714 4.13127 6.11959 .7932748 -.07880124 .9636919 -.12136832 4.03485 5.02387 .23161267 -.07155571 2.0114632 . 4.08252 7.92294 .23011182 .03270788 1.3428866 -.260274 4.27638 7.92343 .21888907 .12565243 1.424702 .24083646 3.86614 8.06073 .18757875 .0038613176 1.224688 .1619683 4.00362 7.66082 .17245334 -.007238274 1.3247807 .4942749 4.27017 3.0867 .24791577 .12508719 1.578171 .05530384 4.95791 7.86189 .2656589 .24623503 1.4192526 .04724923 4.61611 8.49758 .2889863 .08492426 1.4083056 .09111918 4.73533 5.24134 .20945455 . 1.0018774 .0910431 5.20827 5.45636 .2143163 . 1.3749846 .5169491 5.14044 6.38611 .16995522 .025551854 1.3704897 .24989428 4.76683 7.41023 .20217186 .018236006 1.7368168 .3542511 4.59869 7.99625 .21630374 .012581212 1.6364465 .01679161 4.24885 8.25631 .21820386 -.021800505 1.662952 .08165973 4.33206 7.04382 .18525283 .072548404 1.3371363 .063550964 4.13127 6.11959 .23347344 .29729307 1.854948 .2675731 4.03485 5.02387 .8014832 . 2.2932117 . 4.27017 3.0867 .19936265 . .9952836 .9422885 4.95791 7.86189 .12073204 . .55941 .04918036 4.61611 8.49758 .8531233 . .4608892 . 4.08252 7.92294 .9004894 . .367863 -.4493285 4.27638 7.92343 .900494 . .4057869 .2749446 3.86614 8.06073 .8783855 . .4662772 .52695656 4.00362 7.66082 .6870026 . .4731432 .6252847 4.27017 3.0867 .8373441 -.02319513 .56132215 .3566924 4.95791 7.86189 .6510253 .007574358 .5710327 .5965909 4.61611 8.49758 .4679281 .02777778 .692029 .6683921 4.73533 5.24134 .4155308 .05326997 .6685007 .03664914 5.20827 5.45636 .4438489 .07440021 .8270801 .21230827 5.14044 6.38611 .3790357 .063575596 .7902148 -.14272489 4.76683 7.41023 .3194603 .05706389 .9881321 .0939525 4.59869 7.99625 .225 .16996855 1.166195 .22030278 4.24885 8.25631 .2322548 .1543283 1.2200576 -.02898746 4.33206 7.04382 .6252952 .03786953 .7343432 .25201333 4.13127 6.11959 .5405643 -.01978747 .6554049 -.0082067475 4.03485 5.02387 end
Code:
estpost correlate *_w l.epu gdpgrowthannual realinterestrate ,matrix listwise
factor-variable and time-series operators not allowed
r(101);
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. est store c1
last estimation results not found, nothing to store
r(301);
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. esttab * using corrmatr.csv, unstack not noobs compress star(* 0.10 ** 0.05 *** 0.01)
estimation result * not found
r(111);
I will extremely happy if someone could help me in this regard
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