I have currency data that I want to initially sort on NFA(Net Foreign Assets) into two groups. Then I want to further divide the groups into 5 portfolios based on WLDC1 ( share of local liabilities) and NFA. Further elaboration, countries with low NFA (based on the initial sort) will be in group 1, 2 and 3 and amongst this group countries with lowest WLDC1 will be in group one. Similarly, Countries with the highest NFA, will be in group 3,4 and 5 and those with the highest WLDC1 will be in group 5.
Code:
* Example generated by -dataex-. For more info, type help dataex clear input str18 country float(country_id time_id fretinv) double(NFAGDP wldc1) "belgium" 2 1 -.021109786 -.0880785331526785 .14162569999999874 "norway" 12 1 -.013094058 -.2739256831068258 .04839210000000094 "canada" 3 1 -.005505595 -.3678204204571775 .39095930000000223 "sweden" 13 1 -.023506006 -.1975385911769849 -.12746400000000335 "danish" 4 1 -.022279274 -.3920655988367886 -.09925630000000751 "germany" 7 1 -.03913917 .0639284917157848 .7776842999999971 "italy" 8 1 -.01357121 -.0446405665547884 .2852137999999993 "netherlands" 10 1 -.031622995 .1907897667834038 .29473870000000346 "japan" 9 1 -.021172235 .0298053656560809 .3924848999999999 "norway" 12 2 -.0029399 -.2739256831068258 .04839210000000094 "danish" 4 2 -.00004334668 -.3920655988367886 -.09925630000000751 "canada" 3 2 .005517004 -.3678204204571775 .39095930000000223 "belgium" 2 2 .0021488247 -.0880785331526785 .14162569999999874 "sweden" 13 2 -.0014094796 -.1975385911769849 -.12746400000000335 "japan" 9 2 -.002983813 .0298053656560809 .3924848999999999 "germany" 7 2 .005002804 .0639284917157848 .7776842999999971 "italy" 8 2 .007087627 -.0446405665547884 .2852137999999993 "netherlands" 10 2 -.004208108 .1907897667834038 .29473870000000346 "sweden" 13 3 -.0002060555 -.1975385911769849 -.12746400000000335 "danish" 4 3 .01471494 -.3920655988367886 -.09925630000000751 "belgium" 2 3 .0008446722 -.0880785331526785 .14162569999999874 "canada" 3 3 -.005583578 -.3678204204571775 .39095930000000223 "norway" 12 3 .00006450686 -.2739256831068258 .04839210000000094 "germany" 7 3 -.0002343281 .0639284917157848 .7776842999999971 "netherlands" 10 3 -.019338237 .1907897667834038 .29473870000000346 "japan" 9 3 -.004173314 .0298053656560809 .3924848999999999 "italy" 8 3 -.01559818 -.0446405665547884 .2852137999999993 "belgium" 2 4 -.016093174 -.0880785331526785 .14162569999999874 "sweden" 13 4 -.0013311518 -.1975385911769849 -.12746400000000335 "danish" 4 4 -.016139347 -.3920655988367886 -.09925630000000751 "norway" 12 4 .01577214 -.2739256831068258 .04839210000000094 "canada" 3 4 .0046203765 -.3678204204571775 .39095930000000223 "germany" 7 4 -.02136351 .0639284917157848 .7776842999999971 "japan" 9 4 .0009061149 .0298053656560809 .3924848999999999 "italy" 8 4 -.00922169 -.0446405665547884 .2852137999999993 "netherlands" 10 4 -.02105068 .1907897667834038 .29473870000000346 "canada" 3 5 -.004730247 -.3678204204571775 .39095930000000223 "belgium" 2 5 -.037031196 -.0880785331526785 .14162569999999874 "sweden" 13 5 -.00871673 -.1975385911769849 -.12746400000000335 "norway" 12 5 -.008771247 -.2739256831068258 .04839210000000094 "danish" 4 5 -.0395399 -.3920655988367886 -.09925630000000751 "germany" 7 5 -.03749972 .0639284917157848 .7776842999999971 "japan" 9 5 -.01259469 .0298053656560809 .3924848999999999 "netherlands" 10 5 -.034326673 .1907897667834038 .29473870000000346 "italy" 8 5 -.02509037 -.0446405665547884 .2852137999999993 "danish" 4 6 -.002543347 -.3920655988367886 -.09925630000000751 "sweden" 13 6 -.006772406 -.1975385911769849 -.12746400000000335 "canada" 3 6 .004304801 -.3678204204571775 .39095930000000223 "belgium" 2 6 .0013257583 -.0880785331526785 .14162569999999874 "norway" 12 6 -.010822061 -.2739256831068258 .04839210000000094 "netherlands" 10 6 .0032686586 .1907897667834038 .29473870000000346 "germany" 7 6 -.000711034 .0639284917157848 .7776842999999971 "italy" 8 6 .007813968 -.0446405665547884 .2852137999999993 "japan" 9 6 .001056091 .0298053656560809 .3924848999999999 "sweden" 13 7 -.024422616 -.1975385911769849 -.12746400000000335 "norway" 12 7 -.015327682 -.2739256831068258 .04839210000000094 "belgium" 2 7 -.0545189 -.0880785331526785 .14162569999999874 "canada" 3 7 -.006287212 -.3678204204571775 .39095930000000223 "danish" 4 7 -.05190312 -.3920655988367886 -.09925630000000751 "germany" 7 7 -.05663233 .0639284917157848 .7776842999999971 "japan" 9 7 -.02311087 .0298053656560809 .3924848999999999 "netherlands" 10 7 -.05419422 .1907897667834038 .29473870000000346 "italy" 8 7 -.04686244 -.0446405665547884 .2852137999999993 "canada" 3 8 .000800399 -.3678204204571775 .39095930000000223 "danish" 4 8 -.010378644 -.3920655988367886 -.09925630000000751 "norway" 12 8 .0022712252 -.2739256831068258 .04839210000000094 "belgium" 2 8 -.010646736 -.0880785331526785 .14162569999999874 "sweden" 13 8 -.013207018 -.1975385911769849 -.12746400000000335 "netherlands" 10 8 -.010457384 .1907897667834038 .29473870000000346 "italy" 8 8 -.008723919 -.0446405665547884 .2852137999999993 "germany" 7 8 -.00836197 .0639284917157848 .7776842999999971 "japan" 9 8 -.014393727 .0298053656560809 .3924848999999999 "sweden" 13 9 .013920554 -.1975385911769849 -.12746400000000335 "norway" 12 9 .025404394 -.2739256831068258 .04839210000000094 "belgium" 2 9 .018464683 -.0880785331526785 .14162569999999874 "danish" 4 9 .02724279 -.3920655988367886 -.09925630000000751 "canada" 3 9 .001372495 -.3678204204571775 .39095930000000223 "germany" 7 9 .0237997 .0639284917157848 .7776842999999971 "netherlands" 10 9 .02563135 .1907897667834038 .29473870000000346 "italy" 8 9 .020227265 -.0446405665547884 .2852137999999993 "japan" 9 9 .05330905 .0298053656560809 .3924848999999999 "danish" 4 10 -.009854814 -.3920655988367886 -.09925630000000751 "norway" 12 10 -.007568355 -.2739256831068258 .04839210000000094 "sweden" 13 10 -.006037047 -.1975385911769849 -.12746400000000335 "belgium" 2 10 -.011842554 -.0880785331526785 .14162569999999874 "canada" 3 10 -.0015955273 -.3678204204571775 .39095930000000223 "germany" 7 10 -.016129803 .0639284917157848 .7776842999999971 "japan" 9 10 -.007225025 .0298053656560809 .3924848999999999 "netherlands" 10 10 -.01790737 .1907897667834038 .29473870000000346 "italy" 8 10 -.005620233 -.0446405665547884 .2852137999999993 "danish" 4 11 -.019913414 -.3920655988367886 -.09925630000000751 "canada" 3 11 -.005236065 -.3678204204571775 .39095930000000223 "norway" 12 11 -.007730458 -.2739256831068258 .04839210000000094 "belgium" 2 11 -.017782051 -.0880785331526785 .14162569999999874 "sweden" 13 11 -.013169602 -.1975385911769849 -.12746400000000335 "germany" 7 11 -.021317545 .0639284917157848 .7776842999999971 "netherlands" 10 11 -.019564146 .1907897667834038 .29473870000000346 "japan" 9 11 .006952212 .0298053656560809 .3924848999999999 "italy" 8 11 -.011620821 -.0446405665547884 .2852137999999993 "norway" 12 12 -.023439156 -.2739256831068258 .04839210000000094 end
0 Response to Creating Portfolios Sorted On Two Variables
Post a Comment