I need to transpose my dataset so that I can calculate the pairwise correlation matrix for all of my variables.
My data right now is similar to this:
| Stock ticker | Time (day no #) | Stock return (%) |
| A | 3 | A1 |
| A | 4 | A2 |
| A | 5 | A3 |
| A | 6 | A4 |
| A | 7 | A5 |
| A | 8 | A6 |
| A | 9 | A7 |
| B | 1 | B1 |
| B | 2 | B2 |
| B | 3 | B3 |
| B | 4 | B4 |
| B | 5 | B5 |
| B | 6 | B6 |
| C | 5 | C1 |
| C | 6 | C2 |
| C | 7 | C3 |
| C | 8 | C4 |
| C | 9 | C5 |
| C | 10 | C6 |
| Date # | A | B | C |
| 1 | B1 | ||
| 2 | B2 | ||
| 3 | A1 | B3 | |
| 4 | A2 | B4 | |
| 5 | A3 | B5 | C1 |
| 6 | A4 | B6 | C2 |
| 7 | A5 | C3 | |
| 8 | A6 | C4 | |
| 9 | A7 | C5 | |
| 10 | C6 | ||
Any help is appreciated! I'm using Stata 15.
Best,
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