Dear Members,
I hope you could help me with the following problem, I have an dataset which contains ETF and index prices. I would like to Transform the dataset from time series to panel data. I can't find an example with the exact same format as my data. My data looks as following:
Date ETF1 ETF2 ETF3 ETF4
01/01/2005 ReturnETF1 RetrurnETF2 Return ETF3 ReturnETF4 .... ETF Return52
02/01/2005 ReturnETF1 RetrurnETF2 Return ETF3 ReturnETF4 .... ETF Return52
03/01/2005 ReturnETF1 RetrurnETF2 Return ETF3 ReturnETF4 .... ETF Return52
..... ReturnETF1 RetrurnETF2 Return ETF3 ReturnETF4 .... ETF Return52
01/01/2020 ReturnETF1 RetrurnETF2 Return ETF3 ReturnETF4 .... ETF Return52
I can't figure out to use the reshape command in this setting. I hope my question is clear and that you could help me. Thank you in advance.
With kind regards,
Jorrit Reijmers
Related Posts with Help converting time series data to panel data
What is the relationship between sample size and Type I error?Dear clever statistics people, I am writing a paper using a RD-design on three different data sets.…
r value - Individual variance for each independent variable in linear regressionHi there, Would you mind sharing your thoughts on how to calculate/obtain individual variance accoun…
Analyzing the dataHi. I have a dataset with neary one million individuals and their hospitalizations (> 1 hospitali…
Differences between "icc" and "estat icc" estimates?Dear stata users I am trying to estimate the intra-class correlation of measures performed by sever…
Decission between fixed and random effectsHello, i should perform panelregressions with industry and year fixed effetcs. The F test shows i s…
Subscribe to:
Post Comments (Atom)
0 Response to Help converting time series data to panel data
Post a Comment