Fama French SIC codes in Eviews

[hrsdk]

Hi,

I have a lot of variables with SIC codes, I need to check the SIC codes up against Fama French's industry portfolio to determine which group it belongs to. Is there an easy way to do this in Eviews or maybe in excel?

Any suggestions will be appreciated!

[tchaithonov]

can you do a vlookup in Excel?

[hrsdk]

It is a good suggestion. Do you know if it is possible in excel to define a "number range" in a single cell so I wont have to drag from for example 2000 - 3678 in a column?

[tchaithonov]

should be able to do that by the INDIRECT function.

[hrsdk]

I can not see how the indirect function would help with creating a number range in a single cell. Maybe I was too unclear. For example instead of having to write 1, 2, 3, 4, 5, 6, 7, 8, 9, 10 in 10 cells in Excel I want to be able to just make one cell which consist of the number range 1-10 and then use vlookup to determine if the SIC code is in the cell.

[tchaithonov]

Let's assume, for the sake of simplicity, that for your lookup table you only have 2 columns(e.g., cols A and B): the SIC code and the corresponding name. At the same time, you have another (perhaps truncated) list of the SIC codes that you have in your dataset (let's say these values are located in col D). Then all you need to do is =vlookup(D1,$A:$B, 2,false) .. I don't know if I understand your number range question correctly, but I don't see why you need to change the range. One more thing you might want to try is, if there are mulitple lists of SIC codes, you may want to say, =iferror(vlookup(D1,$A:$B,2,false), vlookup(D1, $F:$G,2,false)), given that the second list is located on cols F and G. Let me know if this still hasn't solved your issue.

Tchaithonov