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From | John Litfiba <cariboupad@gmx.fr> |
To | statalist@hsphsun2.harvard.edu |
Subject | st: Reshape, Transpose... a (little) puzzling data manipulation |
Date | Thu, 29 Sep 2011 17:28:56 +0200 |
Dear Statalist, I have a little problem and I hope you will be able to help me: I have a dataset containing stock price data organized as follow : I know the unique identifier for each stock (ISIN) I have 4 types of prices (high, low, closing price, average) and then more than 7000 dates... ISIN PRICE_type Date1 Date2 Date3 Date4 Date5 Date6 Date7 ... date 7000 1 US00001 Type1 10 12 etc 2 US00001 Type2 15 11 etc 3 US00002 Type 1 120 4 US00002 Type 2 110 5 So one big problem here is that the dates are column labels... Therefore each row gives me the whole history for a particular ISIN and Price combination. Instead, would like to obtain something like this Date ISIN PRICE_Type1 PRICE_Type2 PRICE_Type3 PRICE_Type4 1.Date1 US00001 10 15 10 20 2.Date2 US00001 12 11 10 20 3.Date1 US00002 120 110 10 .5 2 4.etc 5. Here each row gives the all relevant prices for a particular ISIN and a particular date Do you have any idea on how to proceed ? Dont ask me why my data is formatted like that please... ;-) Many, Many thanks in advance, Best Regards * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/