Hello

I am trying to recreate table1, panel A from Fama & French (2015), which looks as follows: 5 size-groups as rows and 5 BM-groups as columns?
1 2 3 4 5
1 0.26 0.81 0.85 1.01 1.15
2 .... .... .... ..... .....
3 .... ..... .... ... ....
4 ... ... ... ... ...
5 ... .... .... .... ....
My dataset looks as follows:
size-group bm-group excess return
1 1 0.26
1 2 0.81
1 3 0.85
1 4 1.01
1 5 1.15
2 1 0.48
2 2 ....
... .... ....
I hope somebody can help me.

Pascal