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st: reshape dataset with date as identifier
From
Adrian Stork <[email protected]>
To
[email protected]
Subject
st: reshape dataset with date as identifier
Date
Thu, 2 Jan 2014 18:31:09 +0100
Dear all
First of all: happy new year!
Second :-)
I wanted to reshape a matrix of 312 rows x 61 columns where the 312
rows are 312 months from 1987 to 2012 and the 61 columns are portfolio
returns
The dataset loos like this and looks like this:
date equal_nonl_01_01 equal_nonl_01_02 equal_nonl_01_03 equal_nonl_01_04 equal_nonl_01_05 equal_nonl_02_01
equal_nonl_02_02 . etc.
1987m1 . . . . . . . . . .
1987m2 . . . . . . . . . .
1987m3 . . . . . . . . . .
1987m4 . . . . . . . . . .
1987m5 . . . . . . . . . .
1987m6 . . . . . . . . . .
1987m7 .02 .03 .02 -.04 .09 . . . . .
1987m8 .01 -.06 .03 -.03 .03 . . . . .
1987m9 -.03 -.045 -.01 -.06 .06 . . . . .
1987m10 -.20 -.24 -.23 -.07 .08 . . . . .
1987m11 -.05 -.09 -.03 -.08 .02 . . . . .
1987m12 .04 .08 .02 -.03 .04 . . . . .
1988m1 .11 .02 .05 -.04 .09 . . . . .
1988m2 .08 .03 .04 -.06 .05 . . . . .
1988m3 -.03 .03 .02 -.03 .04 . . . . .
1988m4 .03 .09 .76 -.05 .02 . . . . .
1988m5 -.02 -.04 -.01 -.06 .04 0.2 .03 .02 -.04 .09
1988m6 .09 .04 .06 .03 .03 0.25 .02 -.02 -.04 .05
1988m7 -.03 -.09 .04 .02 -.02 -.05 -.04 -.01 -.02 .06
1988m8 -.06 -.01 -.01 -.04 .03 -.03 .01 -.01 -.01 .08
1988m9 .03 .02 .03 .01 .06 .03 .06 .01 -.04 .09
The stub for all variables is "equal_nonl_" and the suffix "xx_xx"
idenfies each column. Now I want to reshape this matrix where in the
end three colums should be left. One for date, one for the portfolio
identifier "00_00" and one for the return of each portfolio at the
respective date which should look like this:
date id return
1987m1 01_01 .09
1987m3 01_01 .06
1987m4 01_01 .03
1987m5 01_01 .04
1987m6 01_01 .01
1987m7 02_01 .03
1987m8 02_01 -.06
1987m9 02_01 -.045
1987m10 02_01 -.24
... etc
I'm not sure how to handle the reshape command here, especially
because of the identifiers in the name itself and the date figures as
"id". I tried the following command:
.reshape long equal_nonl_ , i(date)
but I get back the error message:
"_ j contains all missing values"
Does anyone know how to reshape this dataset before I turn to Excel in
complete desperation?
Best,
Adrian
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