clear
matrix C = (1, .5 \ .5, 1)
matrix B = (1, .25 \ .25, 1)

set obs 50
generate state = _n
drawnorm A96 I96, corr(C)
drawnorm A97 I97, corr(B)
drawnorm A98 I98, corr(C)
drawnorm B96 J96, corr(B)
drawnorm B97 J97, corr(C)
drawnorm B98 J98, corr(B)

reshape long A B I J, i(state) j(year)

quietly foreach x of var A B { 
	foreach y of var I J { 
		generate r`x'`y' = . 
		forval i = 96/98 { 
			corr `x' `y' if year == `i' 
			replace r`x'`y' = r(rho) if year == `i' 
		}
	} 
} 

collapse rAI rBJ, by(year)
line rAI rBJ year