如何用Stata算数据的average correlation?

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Does anyone know how to calculate the average cross-sectional correlation?

I have time series for 2000 stocks.

I wonder, how can I calculate the average correlation of stock returns for the 2000 stocks?

Could anyone provide some insights?

Thank you a lot!

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关键词：correlation relation average Stata ATION average 如何

Example:
数据为：

Date	Var1	Var2	Var3
01-01-2012	711.73	719.914	725.446
01-01-2013	349.3	345.6	446.7
01-01-2014	349.3	569.3	224.5
01-01-2015	600	997.9	875.4
01-01-2016	349.3	455.6	993.2

要算Var1, var2, var3之间的average correlation.

如图所示公式

自己顶一下！

做一个correlation matrix然后求就容易了。用mata。