Fama French for each stock

[Muhammed Shaker]

Hi Statalister
I am going to generate the residuals for each financial stock and then take the standard deviation of the residuals for each stocks.
ri= a+rmrf+smb +hml+e
my problem is dependent variable which is stock returns is in panel data form and includes 228000 observations. However, the three independent variables are time series and include only 200 observations. I tried many ways but failed to get something. All ways produce results and residuals for the first stock only

any help would be appreciated

[William Lisowski]

This appears to be a restatement of an earlier post at this link, which includes sample data, and earlier at this link, which also includes sample data, as well as advice on your question, and at several earlier links as well.

The sample data presented is confusing. You write that you have panel data, but no time variable is presented. And you write that each time series and each firm has 200 observations, but you show only 182 observations of the first firm, and 239 observations with values for the independent variable. But this has been pointed out to you before, with no explanation from you in response.

Until you clarify these issues, as was recommended to you earlier, and as you had said you would do, you are unlikely to find further assistance here. Perhaps you could separate your panel data (the dependent variables) from the time series data (the independent variables) into two datasets and present them separately (one or two firms and the time series). With that it would be possible that someone could show you how to combine them as you need.