横截面相关性检验

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数据如下，想检验β和vol在横截面上的相关性
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1. * Example generated by -dataex-. To install: ssc install dataex
   
2. clear
   
3. input long 证券代码 str7 month float β double vol
   
4. 1 "2000-01" 1.5606635  2.263693120583261
   
5. 1 "2000-02"  1.396336 3.2059551764522665
   
6. 1 "2000-03"  1.364628  3.002524915109568
   
7. 1 "2000-04" 1.3703498 2.0390304812474445
   
8. 1 "2000-05"  1.061225 1.3579543007781623
   
9. 1 "2000-06"   .974326  1.152304575364084
   
10. 1 "2000-07"  .7633784 1.4953112871299659
    
11. 1 "2000-08"  .7462566 1.4466299013490664
    
12. 1 "2000-09"  .7458789 1.0725513140832146
    
13. 1 "2000-10"   .790084 1.5663674375668426
    
14. 1 "2000-11"  .7777704 1.3464189795158659
    
15. 1 "2000-12"  .7123754  1.004085442203401
    
16. 1 "2001-01" .55717784 1.3853634765199518
    
17. 1 "2001-02"  .6945585 1.6909304773122726
    
18. 1 "2001-03"  .8622926  1.844103535543283
    
19. 1 "2001-04"  .8876998 1.7226936012034975
    
20. 1 "2001-05"  .9064437 1.2023403126236465
    
21. 1 "2001-06"  .8733659 1.1127921473164555
    
22. 1 "2001-07"  .8891796  1.391942416349351
    
23. 1 "2001-08" 1.0066681 1.6654777493570752
    
24. 1 "2001-09"  .9344743  2.108328544691344
    
25. 1 "2001-10"  .5650834 2.6897953318943366
    
26. 1 "2001-11" .53747344  2.372664680737856
    
27. 1 "2001-12" .57842314 1.2473458526837757
    
28. 1 "2002-01"  .7723874 2.5623427673925505
    
29. 1 "2002-02"  .7691635  3.085162179371005
    
30. 1 "2002-03"  .7106907  2.580019988913923
    
31. 1 "2002-04"  .7243243 1.9910092743439434
    
32. 1 "2002-05"  .7259035 1.7344055221298165
    
33. 1 "2002-06" 1.0430609  2.934739657613856
    
34. 1 "2002-07" 1.0453589  2.910247195448239
    
35. 1 "2002-08" 1.0071158 1.7147700865847713
    
36. 1 "2002-09" 1.0453511 1.6136581221461197
    
37. 1 "2002-10" 1.2432353 1.6929229986338594
    
38. 1 "2002-11" 1.3053228 1.6907661586591405
    
39. 1 "2002-12"  1.309744  1.638706355504934
    
40. 1 "2003-01" 1.3579897  2.340053759524534
    
41. 1 "2003-02" 1.4126927  2.442452091441139
    
42. 1 "2003-03" 1.5490737 1.6267275173274698
    
43. 1 "2003-04"   1.53479 2.6461904545298913
    
44. 1 "2003-05" 1.5800116 2.8082010449183925
    
45. 1 "2003-06" 1.3247774 1.5457950906332873
    
46. 1 "2003-07"   1.30458 1.3274747615526588
    
47. 1 "2003-08"  1.302891 1.3502287327961147
    
48. 1 "2003-09"  1.270101 1.3470148899170795
    
49. 1 "2003-10"  1.351337 1.4755744285673307
    
50. 1 "2003-11"  1.414885  2.057113375589109
    
51. 1 "2003-12" 1.4475485 2.0517871885990804
    
52. 1 "2004-01" 1.2789862  2.004463664927885
    
53. 1 "2004-02" 1.3747067  2.317979345213875
    
54. 1 "2004-03" 1.4106963  2.164853371334781
    
55. 1 "2004-04" 1.2334738   1.84908111596046
    
56. 1 "2004-05"  1.230688 1.8071877401485656
    
57. 1 "2004-06" 1.1908495 2.0469603296415233
    
58. 1 "2004-07" 1.1116413 1.7905370266589244
    
59. 1 "2004-08" 1.0599207 1.0107479822832264
    
60. 1 "2004-09"   .931528 1.4996889694686626
    
61. 1 "2004-10" 1.0072023 2.2064055679396226
    
62. 1 "2004-11"   .953914  2.048545856536059
    
63. 1 "2004-12"  .9565664 1.3218167236614344
    
64. 1 "2005-01"  .9628643  1.666711245577382
    
65. 1 "2005-02"  .8065609 2.1407150550675866
    
66. 1 "2005-03"  .8351871 2.0811584611509253
    
67. 1 "2005-04"  1.291683  3.925424062504821
    
68. 1 "2005-05"  1.307888  4.154182076684091
    
69. 1 "2005-06" 1.3234868  2.555933685185984
    
70. 1 "2005-07" 1.2848017  2.422682127838532
    
71. 1 "2005-08" 1.2451425 1.8347930963954469
    
72. 1 "2005-09"  1.294777 1.6525207560161164
    
73. 1 "2005-10" 1.1330844 2.7242653290941155
    
74. 1 "2005-11" 1.1309427 2.5600838049113546
    
75. 1 "2005-12" 1.1210865  1.388655875013257
    
76. 1 "2006-01" 1.0716742 1.3145214991366072
    
77. 1 "2006-02"  1.047008  1.929236986084422
    
78. 1 "2006-03"  .9749632 1.9650687842758512
    
79. 1 "2006-04"  .7136096  2.698584012148031
    
80. 1 "2006-05"  .5483257 3.2420299730122406
    
81. 1 "2006-06" .53390545  3.817047845856408
    
82. 1 "2006-07"  .5432528 3.5826091793595527
    
83. 1 "2006-08"  .5327134  2.328790865600032
    
84. 1 "2006-09"   .471027 1.7843437789525876
    
85. 1 "2006-10" .53742677 2.2067594026589483
    
86. 1 "2006-11"  .7044281  3.091222233534668
    
87. 1 "2006-12"  .6938164 2.9553892529518984
    
88. 1 "2007-01"  .8536612 3.3301252582813365
    
89. 1 "2007-02"  .9228281  4.037928020245192
    
90. 1 "2007-03"   .849539  3.411734126431404
    
91. 1 "2007-04"  .8921979 3.0554809850911417
    
92. 1 "2007-05" 1.0750347 3.2369980132501226
    
93. 1 "2007-07"  .7240452 6.1923938664803355
    
94. 1 "2007-08"  .7298907  3.825032973385368
    
95. 1 "2007-09"  .7580265 2.9895811662684206
    
96. 1 "2007-10"   .647626 3.0034193841580112
    
97. 1 "2007-11"  .7152925  3.595906701558421
    
98. 1 "2007-12"  .6792091  3.211758652887207
    
99. 1 "2008-01"  .6550329  3.326197847751463
    
100. 1 "2008-02"  .5630335 3.8919078915207823
     
101. 1 "2008-03"  .4919455  4.260859267714858
     
102. 1 "2008-04"  .5118453 4.5445490928371255
     
103. 1 "2008-05"  .4963673  4.116565385467878
     
104. end

复制代码

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关键词：相关性检验 横截面 相关性 including generated