Show correlations of lagged variables using "estpost"-command

[Christopher Weber]

Hello everyone,

I am trying to create a correlation matrix using the "estpost"-command. I get the error "factor-variable and time-series operators not allowed" If I try to apply the following code:

estpost correlate patents cL.Numberofmergers cL2.Numberofmergers cL3.Numberofmergers cL.ln_xrdintensity cL2.ln_xrdintensity cL3.ln_xrdintensity cL.ln_emp if e(sample)==1,  matrix listwise

Is there a different way to include lagged variables in this command?

Best regards

Chris

[Øyvind Snilsberg]

not quite what you were looking for but maybe you'll find some use in esttab matrix(),

clear
sysuse tsline1
corr ar ma L1.ma L2.ma
mat m = r(C)
esttab matrix(m)

[Christopher Weber]

Thank you, Øyvind!