Hi
Sorry, could not figure this out from the panel info in the manual (EViews 7). How do I import the attached data from Excel?
It contains time series for each slot/company, but I also want to get the sector and country for each stock.
Thank you
importing stock and country time series
Moderators: EViews Gareth, EViews Steve, EViews Moderator, EViews Jason
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EViews Gareth
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Re: importing stock and country time series
It really isn't clear what you're asking here. What are the cross-section identifiers you want to use?
Attaching a word document containing a screenshot of the Excel data isn't particularly helpful either. You might want to consider attaching the Excel file.
Attaching a word document containing a screenshot of the Excel data isn't particularly helpful either. You might want to consider attaching the Excel file.
Re: importing stock and country time series
Thank you for the quick reply. I attached the word file accidentally - here's the excerpt in Excel.
I want to do time series analysis of pe not just across companies, but also by sector and by country.
Thanks
I want to do time series analysis of pe not just across companies, but also by sector and by country.
Thanks
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- test.xls
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EViews Gareth
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- Posts: 13600
- Joined: Tue Sep 16, 2008 5:38 pm
Re: importing stock and country time series
Could you define what your cross-section identifiers (and if you really want to do time-series analysis, your time identifier) are?
Re: importing stock and country time series
The cross section identifiers are company, slot, country, and sector and the time identifier is month - thanks.
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EViews Gareth
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- Posts: 13600
- Joined: Tue Sep 16, 2008 5:38 pm
Re: importing stock and country time series
Your Excel file doesn't include a "month" column, hence the confusion.
Assuming your full file is properly filled out, you should just be able to open it in EViews, then click on Proc->Structure/Resize current page, then select Dated Panel as the structure type, enter "month" as the date ID, and "company slot country sector" as your cross-IDs
Assuming your full file is properly filled out, you should just be able to open it in EViews, then click on Proc->Structure/Resize current page, then select Dated Panel as the structure type, enter "month" as the date ID, and "company slot country sector" as your cross-IDs
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tchaithonov
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Re: importing stock and country time series
I think you have to change your date to date format (2009M6 instead of 62009) pivot your data so that the variable name becomes PE (PE Ratio, I suppose?) and either use your slot number as cross-sectional id or concatenate the company, country and sector to create an alpha id. It should be something like this:
ID Month PE
1664 2009M6 12.1
1664 2009M7 11.9
1664 2009M8 14.3
1664 2009M9 15.0
1704 2009M6 9.2
1704 2009M7 12.2
1704 2009M8 23.3
1704 2009M9 20.8
ID Month PE
1664 2009M6 12.1
1664 2009M7 11.9
1664 2009M8 14.3
1664 2009M9 15.0
1704 2009M6 9.2
1704 2009M7 12.2
1704 2009M8 23.3
1704 2009M9 20.8
Re: importing stock and country time series
many thanks to both of you. have a great weekend.
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