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st: Calculating cumulative value over several observations
From
"Palan, Stefan ([email protected])" <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Calculating cumulative value over several observations
Date
Fri, 10 Dec 2010 18:19:03 +0100
Hi everybody,
In my dataset every observation is one trade between a buyer and a seller. Each person is uniquely identified by an ID and can buy and sell (so the same ID will be a buyer in one observation and a seller in another observation). In fact, some example observations would look like this:
Observation Market Period Price Seller Buyer
1 1 1 100 4 2
2 1 1 105 4 6
3 1 1 103 2 5
4 1 1 107 6 4
5 1 2 89 3 1
6 1 2 90 4 3
7 2 1 79 3 2
Each transaction here is for, say, 1 apple. Now I would like to calculate, observation by observation, each person's holdings of money and apples, resetting with every new market and period. The result could look as follows (assuming every individual starts out with no money and no apples, M# stands for money of person #, A# stands for apples of person #):
Obs Market Period M1 M2 M3 M4 M5 M6 A1 A2 A3 A4 A5 A6
1 1 1 0 -100 0 100 0 0 0 1 0 -1 0 0
2 1 1 0 -100 0 205 0 -105 0 1 0 -2 0 1
3 1 1 0 3 0 205 -103 -105 0 0 0 -2 1 1
4 1 1 0 3 0 98 -103 2 0 0 0 -1 1 0
5 1 2 -89 0 89 0 0 0 1 0 -1 0 0 0
6 1 2 -89 0 -1 90 0 0 1 0 0 -1 0 0
7 2 1 0 -79 79 0 0 0 0 1 -1 0 0 0
Unfortunately, I don't know how to efficiently add up the information in this way. Can somebody please help me with reshaping my data to get this output?
Cheers,
Stefan.
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