use http://www.stata-press.com/data/r9/invest2.dta
replace t = 1994 + t
drop if t>2001
tsset id t
cap drop c
gen c = 0
forvalues i = 1(1)5{
local aa = 1995
local bb = 1998
forvalues m = 1(1)4{
qui corr invest market if (id==`i' & (t>=`aa++' & t<`bb++'))
local j = `bb'
qui replace c = r(rho) if (id ==`i' & t == `j')
}
}
* ==============结果=============
| id | t | invest | market | stock | c |
| 1 | 1995 | 317.6 | 3078.5 | 2.8 | 0 |
| 1 | 1996 | 391.8 | 4661.7 | 52.6 | 0 |
| 1 | 1997 | 410.6 | 5387.1 | 156.9 | 0 |
| 1 | 1998 | 257.7 | 2792.2 | 209.2 | 0 |
| 1 | 1999 | 330.8 | 4313.2 | 203.4 | 0.992817 |
| 1 | 2000 | 461.2 | 4643.9 | 207.2 | 0.987009 |
| 1 | 2001 | 512 | 4551.2 | 255.2 | 0.992267 |
| 2 | 1995 | 40.29 | 417.5 | 10.5 | 0 |
| 2 | 1996 | 72.76 | 837.8 | 10.2 | 0 |
| 2 | 1997 | 66.26 | 883.9 | 34.7 | 0 |
| 2 | 1998 | 51.6 | 437.9 | 51.8 | 0 |
| 2 | 1999 | 52.41 | 679.7 | 64.3 | 0.961021 |
| 2 | 2000 | 69.41 | 727.8 | 67.1 | 0.921589 |
| 2 | 2001 | 68.35 | 643.6 | 75.2 | 0.866293 |
| 3 | 1995 | 33.1 | 1170.6 | 97.8 | 0 |
| 3 | 1996 | 45 | 2015.8 | 104.4 | 0 |
| 3 | 1997 | 77.2 | 2803.3 | 118 | 0 |
| 3 | 1998 | 44.6 | 2039.7 | 156.2 | 0 |
| 3 | 1999 | 48.1 | 2256.2 | 172.6 | 0.961011 |
| 3 | 2000 | 74.4 | 2132.2 | 186.6 | 0.999302 |
| 3 | 2001 | 113 | 1834.1 | 220.9 | 0.983715 |
| 4 | 1995 | 12.93 | 191.5 | 1.8 | 0 |
| 4 | 1996 | 25.9 | 516 | 0.8 | 0 |
| 4 | 1997 | 35.05 | 729 | 7.4 | 0 |
| 4 | 1998 | 22.89 | 560.4 | 18.1 | 0 |
| 4 | 1999 | 18.84 | 519.9 | 23.5 | 0.999804 |
| 4 | 2000 | 28.57 | 628.5 | 26.5 | 0.905262 |
| 4 | 2001 | 48.51 | 537.1 | 36.2 | 0.998274 |
| 5 | 1995 | 209.9 | 1362.4 | 53.8 | 0 |
| 5 | 1996 | 355.3 | 1807.1 | 50.5 | 0 |
| 5 | 1997 | 469.9 | 2676.3 | 118.1 | 0 |
| 5 | 1998 | 262.3 | 1801.9 | 260.2 | 0 |
| 5 | 1999 | 230.4 | 1957.3 | 312.7 | 0.968241 |
| 5 | 2000 | 261.6 | 2202.9 | 254.2 | 0.896747 |
| 5 | 2001 | 472.8 | 2380.5 | 261.4 | 0.958158 |
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