but first let me explain the variables, Date is the month, all the other columns are codes for firm name (the values are the returns for that firm/stock). on the average I have over 200 firms per country; NB: this is for just one country, Germany, I have 7 more.
it will take forever if am to manually copy and paste, in order to have the returns for each stock in each month (in the panel format), so I need a way to convert it more efficiently. thanks
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input int Date str18 DMTX double DRHM str18 DSFQ double DDAI 16102 "-" .14869987152670872 "-" .03498227770072424 16131 "-" .048443450290235376 "-" -.05985705777248357 16162 "-" .14620599670278336 "-" -.04577130186886285 16192 "-" .07086983609331364 "-" .14257261410788388 16223 "-" -.04539349407801651 "-" -.042417199302730996 16253 "-" .06760366271152019 "-" .0526395631067961 16284 "-" -.0574380514757703 "-" -.027669693039342868 16315 "-" .04531859849561087 "-" -.06625166740773676 16345 "-" .04633663083052579 "-" -.005714285714285706 16376 "-" 0 "-" -.04054916985951467 16406 "-" .11000061525420259 "-" .028785357737104774 16437 "-" .01029118320892767 "-" .04997573993207187 16468 "-" .020384899081338323 "-" -.0056993222427603905 16496 "-" .08888981820571502 "-" -.0048024786986832265 16527 "-" -.03921192103848223 "-" -.028642590286425847 16557 "-" -.05608757473489457 "-" -.06378205128205124 16588 "-" .048306986817667534 "-" .08661417322834637 16618 "-" .014987130804122777 "-" .02079395085066163 16649 "-.0105203066383951" .1123272249671649 "-" .1828530465949821 16680 "-.0698096101541251" .0598461420502466 "-" .018561786085150474 16710 ".1118199539252171" .12731078454541522 "-" .09264687141582766 16741 "-.0637551801083838" -.055557457003508226 "-" -.08432470258922312 16771 ".0761831801157644" -.04050209735723921 "-" .05464272067252569 16802 "-.0139207466582299" .07839462167100211 "-" .010386473429951684 16833 ".0648913130664955" .1278620774194678 "-" .09562514941429597 16861 ".0122024706236819" .07734527839021219 "-" -.013746454287584453 16892 "-.0166691471945231" -.003527292379751383 "-" .016482300884955694 16922 ".0328439533827759" -.01185590680150846 "-" -.06355424964631629 16953 "-.1038980070339976" -.1129926964565374 "-" -.0634514816966879 16983 ".053965658217498" -.01602643433493388 "-" -.049633949621541135 17014 ".0367726920093094" -.07692210944672931 "-" .017756887322104706 17045 "-.0219245734809936" .02999831954909423 "-" .04605516356638875 17075 ".1005278861602019" .08870996190207414 "-" -.049546234976698626 17106 ".094751477233229" -.024305189913406845 "-" .1587096774193548 17136 "-.0291465582931166" -.040680611537519555 "-" -.04677060133630293 17167 ".1409510105304468" .07285559127827222 "-" .08084112149532713 17198 ".142857142857143" .1048245932450855 "-" .03091223519239083 17226 "-.0490068218298556" -.07407420928127109 "-" .05724470538897052 17257 ".1404609947782056" .1653275962676472 "-" .1828530465949821 17287 "-.0086023494588844" .03222521968020319 "-" -.01853357177694685 17318 ".0854637059152827" .018675048447922088 "-" .13914195792612222 17348 ".0261303077187553" -.06203160270880362 "-" .0026901265086520616 17379 ".0632015412966996" -.05043617967681544 "-" -.036183017910231374 17410 "-.0849320464841442" -.0563312335260681 "-.1305678699598901" .022344267228408057 17440 "-.1082698351198933" -.05514847523930885 "-.0894743231759136" .0749871219368609 17471 ".0120208554600754" .03862665992307601 "-.0316000000000001" .03388554216867462 17501 "-.1520297667318609" -.07024676398310369 "-.0557620817843866" -.07124412368403622 17532 ".0966471647164717" -.025424279334145306 ".0352872557596967" -.04690953161759472 17563 "-.0720221606648199" -.09923428790441524 "-.1290140845070422" -.18370857954970457 17592 "-.1081813156440022" -.07350914354956564 "-.0663001293661061" .032804911573352864 17623 "-.1265108783239325" -.008306543399692548 "-.0483200554208521" -.017744654422855118 17653 ".0370422934998581" .07559649652672923 ".0223839854413102" -.05473760274591264 17684 "-.0784863829204872" .06022145471223047 ".1901032395870416" -.030291447682752045 17714 "-.2426672607113685" -.12910843713859438 "-.132814836972779" -.20683878596767843 17745 "-.0392195313266007" -.11778182131507327 "-.1586754053121766" -.042986706423158084 17776 ".211438544080693" .13531044071263193 "-.1213612136121362" .10658185122679467 17806 "-.178450907922224" -.20431554923561948 "-.2186187587494166" -.18864382918817454 17837 "-.1771149144254279" -.28445139789870005 "-.7823230815168708" -.19144013880855978 17867 "-.0572854765866414" -.3102035374633365 ".037037037037037" -.14234620886981403 17898 ".211438544080693" .1653275962676472 "-.123015873015873" .1551292743953294 17929 ".1268193384223918" .08875351360880691 "-.2232277526395173" -.19314079422382666 17957 "-.0866227079757925" .04317905815679395 "-.5300970873786408" -.1807606263982104 17988 "-.0943433544303798" .007347044366834804 "1.042285155021619" .11305297651556528 18018 ".211438544080693" .1653275962676472 ".6377749029754204" .1828530465949821 18049 "-.0472001223990208" -.0016751466622182013 "-.0821484992101107" .03703703703703714 18079 ".1287033319951828" .034422497162789764 ".1273666092943202" -.05714285714285722 18110 "-.0299473609332765" .11568879525614008 ".4389312977099238" .1828530465949821 18141 ".1292073036591626" -.044884440663855274 "-.6132625994694961" -.09396991858700154 18171 ".130333138515488" .1653275962676472 ".5706447187928668" .09503502893694805 18202 "-.0367114788004137" -.0890596378608829 ".211353711790393" -.028094575799721976 18232 ".1295401681875112" .15083785627428312 ".2804614275414566" .0827132226674299 18263 ".0688526321347485" .07863865494242679 "-.1762387387387388" .056304520222046066 18294 "-.0148693375487824" .04073187398158358 "-.1196172248803828" -.09547047047047041 18322 ".0196068598936918" .029187997887922205 "-.0939440993788821" -.06902752801217331 18353 ".1479368514237938" .1266818944287805 ".1456726649528705" .12451708766716212 18383 "-.0304185767533524" .0013027226507436067 "1.042285155021619" .10795454545454528 18414 ".0593875657284256" -.16116926410863777 ".0192098586444364" .048896839594514116 18444 ".0224400417101147" .02567402567402569 "-.0430298719772404" -.0019329164297896726 18475 ".005344103128952" .02775237053413436 ".234113712374582" .013670539986329493 18506 "-.0024346696964778" -.03610831600366728 "-.0593194820837098" -.027421892560125845 18536 "-.0779775463716239" .08107882392788045 "0" .12537554887913097 18567 ".0519257069748975" .06829437868552746 "-.0345710627400768" .04938905431769178 18597 ".055569535312867" -.01864461933400016 ".0175729442970823" .09207436399217217 end format %tdnn/dd/CCYY Date
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input int Date str5 firm str18 returns 16102 "D:MTX" "-.5833317982536934" 16131 "D:MTX" ".6017778260547225" 16162 "D:MTX" "-.56519469614012" 16192 "D:MTX" ".3299840801732912" 16223 "D:MTX" ".0998704891976217" 16253 "D:MTX" "-.109365661323271" 16284 "D:MTX" "-.1848639336545106" 16315 "D:MTX" ".0995035879288312" 16345 "D:MTX" "0" 16376 "D:MTX" "0" 16406 "D:MTX" "0" 16437 "D:MTX" "-.2416575400639235" 16468 "D:MTX" "0" 16496 "D:MTX" "0" 16527 "D:MTX" "0" 16557 "D:MTX" "0" 16588 "D:MTX" "0" 16618 "D:MTX" "0" 16649 "D:MTX" "0" 16680 "D:MTX" "-.0666686315541278" 16710 "D:MTX" ".0714308270439259" 16741 "D:MTX" "0" 16771 "D:MTX" ".6017778260547225" 16802 "D:MTX" "-.2708337445148388" 16833 "D:MTX" "0" 16861 "D:MTX" "0" 16892 "D:MTX" "0" 16922 "D:MTX" "0" 16953 "D:MTX" ".6017778260547225" 16983 "D:MTX" "-.2710025752401162" 17014 "D:MTX" ".3717469582685819" 17045 "D:MTX" "0" 17075 "D:MTX" "-.4682515998541065" 17106 "D:MTX" "0" 17136 "D:MTX" ".6017778260547225" 17167 "D:MTX" "0" 17198 "D:MTX" ".4782577355752367" 17226 "D:MTX" ".3088248201520701" 17257 "D:MTX" "-.1091023341993234" 17287 "D:MTX" "-.3113871116129302" 17318 "D:MTX" ".1172136258006008" 17348 "D:MTX" ".0734433999869544" 17379 "D:MTX" "0" 17410 "D:MTX" ".3013155718196887" 17440 "D:MTX" "0" 17471 "D:MTX" ".0046928869945548" 17501 "D:MTX" "-.1472968297330655" 17532 "D:MTX" "0" 17563 "D:MTX" ".1672632025193798" 17592 "D:MTX" "0" 17623 "D:MTX" "0" 17653 "D:MTX" "0" 17684 "D:MTX" "0" 17714 "D:MTX" "0" 17745 "D:MTX" "0" 17776 "D:MTX" "0" 17806 "D:MTX" "-.1374271357305364" 17837 "D:MTX" "-.104354259523251" 17867 "D:MTX" "0" 17898 "D:MTX" ".0633470336194276" 17929 "D:MTX" "0" 17957 "D:MTX" "0" 17988 "D:MTX" "0" 18018 "D:MTX" "0" 18049 "D:MTX" "0" 18079 "D:MTX" "0" 18110 "D:MTX" "0" 18141 "D:MTX" ".1000003157871469" 18171 "D:MTX" ".1024671581461577" 18202 "D:MTX" "0" 18232 "D:MTX" "0" 18263 "D:MTX" "-.1084944105783678" 18294 "D:MTX" "0" 18322 "D:MTX" "0" 18353 "D:MTX" "0" 18383 "D:MTX" "0" 18414 "D:MTX" "0" 18444 "D:MTX" "0" 18475 "D:MTX" "0" 18506 "D:MTX" "0" 18536 "D:MTX" "0" 18567 "D:MTX" ".0306574289352853" 18597 "D:MTX" "0" 16102 "D:RHM" "-.0627988007454825" 16131 "D:RHM" ".0621649662804772" 16162 "D:RHM" "-.0406186406186406" 16192 "D:RHM" ".2005695974536714" 16223 "D:RHM" "-.0792183231771381" 16253 "D:RHM" ".1446067244789289" 16284 "D:RHM" ".0023260450588157" 16315 "D:RHM" "-.0364673120275825" 16345 "D:RHM" ".011010184420589" 16376 "D:RHM" ".0281786005989655" 16406 "D:RHM" ".0265457434132132" 16437 "D:RHM" "-.0651963629328689" 16468 "D:RHM" ".1025110375275937" 16496 "D:RHM" ".015454886747591" 16527 "D:RHM" "-.0222441308768253" 16557 "D:RHM" "-.0525586085202924" 16588 "D:RHM" ".0832779034189172" end format %tdnn/dd/CCYY Date
