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
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