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importing stock and country time series
Posted: Fri Mar 26, 2010 1:01 pm
by bgbg
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
- ttt.doc
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Re: importing stock and country time series
Posted: Fri Mar 26, 2010 1:09 pm
by EViews Gareth
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.
Re: importing stock and country time series
Posted: Fri Mar 26, 2010 1:22 pm
by bgbg
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
Re: importing stock and country time series
Posted: Fri Mar 26, 2010 2:05 pm
by EViews Gareth
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
Posted: Fri Mar 26, 2010 2:23 pm
by bgbg
The cross section identifiers are company, slot, country, and sector and the time identifier is month - thanks.
Re: importing stock and country time series
Posted: Fri Mar 26, 2010 2:42 pm
by EViews Gareth
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
Re: importing stock and country time series
Posted: Fri Mar 26, 2010 2:46 pm
by tchaithonov
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
Re: importing stock and country time series
Posted: Fri Mar 26, 2010 4:44 pm
by bgbg
many thanks to both of you. have a great weekend.